(* Author:     Johannes Hoelzl <hoelzl@in.tum.de> 2008 / 2009 *)

 header {* Prove Real Valued Inequalities by Computation *}

 theory Approximation

 imports Complex_Main Float Reflection Dense_Linear_Order Efficient_Nat

 begin

 section "Horner Scheme"

 subsection {* Define auxiliary helper @{text horner} function *}

 primrec horner :: "(nat \<Rightarrow> nat) \<Rightarrow> (nat \<Rightarrow> nat \<Rightarrow> nat) \<Rightarrow> nat \<Rightarrow> nat \<Rightarrow> nat \<Rightarrow> real \<Rightarrow> real" where

 "horner F G 0 i k x       = 0" |

 "horner F G (Suc n) i k x = 1 / real k - x * horner F G n (F i) (G i k) x"

 lemma horner_schema': fixes x :: real  and a :: "nat \<Rightarrow> real"

   shows "a 0 - x * (\<Sum> i=0..<n. (-1)^i * a (Suc i) * x^i) = (\<Sum> i=0..<Suc n. (-1)^i * a i * x^i)"

 proof -

   have shift_pow: "\<And>i. - (x * ((-1)^i * a (Suc i) * x ^ i)) = (-1)^(Suc i) * a (Suc i) * x ^ (Suc i)" by auto

   show ?thesis unfolding setsum_right_distrib shift_pow diff_minus setsum_negf[symmetric] setsum_head_upt_Suc[OF zero_less_Suc]

     setsum_reindex[OF inj_Suc, unfolded comp_def, symmetric, of "\<lambda> n. (-1)^n  *a n * x^n"] by auto

 qed

 lemma horner_schema: fixes f :: "nat \<Rightarrow> nat" and G :: "nat \<Rightarrow> nat \<Rightarrow> nat" and F :: "nat \<Rightarrow> nat"

   assumes f_Suc: "\<And>n. f (Suc n) = G ((F ^^ n) s) (f n)"

   shows "horner F G n ((F ^^ j') s) (f j') x = (\<Sum> j = 0..< n. -1 ^ j * (1 / real (f (j' + j))) * x ^ j)"

 proof (induct n arbitrary: i k j')

   case (Suc n)

   show ?case unfolding horner.simps Suc[where j'="Suc j'", unfolded funpow.simps comp_def f_Suc]

     using horner_schema'[of "\<lambda> j. 1 / real (f (j' + j))"] by auto

 qed auto

 lemma horner_bounds':

   assumes "0 \<le> real x" and f_Suc: "\<And>n. f (Suc n) = G ((F ^^ n) s) (f n)"

   and lb_0: "\<And> i k x. lb 0 i k x = 0"

   and lb_Suc: "\<And> n i k x. lb (Suc n) i k x = lapprox_rat prec 1 (int k) - x * (ub n (F i) (G i k) x)"

   and ub_0: "\<And> i k x. ub 0 i k x = 0"

   and ub_Suc: "\<And> n i k x. ub (Suc n) i k x = rapprox_rat prec 1 (int k) - x * (lb n (F i) (G i k) x)"

   shows "real (lb n ((F ^^ j') s) (f j') x) \<le> horner F G n ((F ^^ j') s) (f j') (real x) \<and>

          horner F G n ((F ^^ j') s) (f j') (real x) \<le> real (ub n ((F ^^ j') s) (f j') x)"

   (is "?lb n j' \<le> ?horner n j' \<and> ?horner n j' \<le> ?ub n j'")

 proof (induct n arbitrary: j')

   case 0 thus ?case unfolding lb_0 ub_0 horner.simps by auto

 next

   case (Suc n)

   have "?lb (Suc n) j' \<le> ?horner (Suc n) j'" unfolding lb_Suc ub_Suc horner.simps real_of_float_sub diff_minus

   proof (rule add_mono)

     show "real (lapprox_rat prec 1 (int (f j'))) \<le> 1 / real (f j')" using lapprox_rat[of prec 1  "int (f j')"] by auto

     from Suc[where j'="Suc j'", unfolded funpow.simps comp_def f_Suc, THEN conjunct2] `0 \<le> real x`

     show "- real (x * ub n (F ((F ^^ j') s)) (G ((F ^^ j') s) (f j')) x) \<le> - (real x * horner F G n (F ((F ^^ j') s)) (G ((F ^^ j') s) (f j')) (real x))"

       unfolding real_of_float_mult neg_le_iff_le by (rule mult_left_mono)

   qed

   moreover have "?horner (Suc n) j' \<le> ?ub (Suc n) j'" unfolding ub_Suc ub_Suc horner.simps real_of_float_sub diff_minus

   proof (rule add_mono)

     show "1 / real (f j') \<le> real (rapprox_rat prec 1 (int (f j')))" using rapprox_rat[of 1 "int (f j')" prec] by auto

     from Suc[where j'="Suc j'", unfolded funpow.simps comp_def f_Suc, THEN conjunct1] `0 \<le> real x`

     show "- (real x * horner F G n (F ((F ^^ j') s)) (G ((F ^^ j') s) (f j')) (real x)) \<le>

           - real (x * lb n (F ((F ^^ j') s)) (G ((F ^^ j') s) (f j')) x)"

       unfolding real_of_float_mult neg_le_iff_le by (rule mult_left_mono)

   qed

   ultimately show ?case by blast

 qed

 subsection "Theorems for floating point functions implementing the horner scheme"

 text {*

 Here @{term_type "f :: nat \<Rightarrow> nat"} is the sequence defining the Taylor series, the coefficients are

 all alternating and reciprocs. We use @{term G} and @{term F} to describe the computation of @{term f}.

 *}

 lemma horner_bounds: fixes F :: "nat \<Rightarrow> nat" and G :: "nat \<Rightarrow> nat \<Rightarrow> nat"

   assumes "0 \<le> real x" and f_Suc: "\<And>n. f (Suc n) = G ((F ^^ n) s) (f n)"

   and lb_0: "\<And> i k x. lb 0 i k x = 0"

   and lb_Suc: "\<And> n i k x. lb (Suc n) i k x = lapprox_rat prec 1 (int k) - x * (ub n (F i) (G i k) x)"

   and ub_0: "\<And> i k x. ub 0 i k x = 0"

   and ub_Suc: "\<And> n i k x. ub (Suc n) i k x = rapprox_rat prec 1 (int k) - x * (lb n (F i) (G i k) x)"

   shows "real (lb n ((F ^^ j') s) (f j') x) \<le> (\<Sum>j=0..<n. -1 ^ j * (1 / real (f (j' + j))) * real x ^ j)" (is "?lb") and

     "(\<Sum>j=0..<n. -1 ^ j * (1 / real (f (j' + j))) * (real x ^ j)) \<le> real (ub n ((F ^^ j') s) (f j') x)" (is "?ub")

 proof -

   have "?lb  \<and> ?ub"

     using horner_bounds'[where lb=lb, OF `0 \<le> real x` f_Suc lb_0 lb_Suc ub_0 ub_Suc]

     unfolding horner_schema[where f=f, OF f_Suc] .

   thus "?lb" and "?ub" by auto

 qed

 lemma horner_bounds_nonpos: fixes F :: "nat \<Rightarrow> nat" and G :: "nat \<Rightarrow> nat \<Rightarrow> nat"

   assumes "real x \<le> 0" and f_Suc: "\<And>n. f (Suc n) = G ((F ^^ n) s) (f n)"

   and lb_0: "\<And> i k x. lb 0 i k x = 0"

   and lb_Suc: "\<And> n i k x. lb (Suc n) i k x = lapprox_rat prec 1 (int k) + x * (ub n (F i) (G i k) x)"

   and ub_0: "\<And> i k x. ub 0 i k x = 0"

   and ub_Suc: "\<And> n i k x. ub (Suc n) i k x = rapprox_rat prec 1 (int k) + x * (lb n (F i) (G i k) x)"

   shows "real (lb n ((F ^^ j') s) (f j') x) \<le> (\<Sum>j=0..<n. (1 / real (f (j' + j))) * real x ^ j)" (is "?lb") and

     "(\<Sum>j=0..<n. (1 / real (f (j' + j))) * (real x ^ j)) \<le> real (ub n ((F ^^ j') s) (f j') x)" (is "?ub")

 proof -

   { fix x y z :: float have "x - y * z = x + - y * z"

       by (cases x, cases y, cases z, simp add: plus_float.simps minus_float_def uminus_float.simps times_float.simps algebra_simps)

   } note diff_mult_minus = this

   { fix x :: float have "- (- x) = x" by (cases x, auto simp add: uminus_float.simps) } note minus_minus = this

   have move_minus: "real (-x) = -1 * real x" by auto

   have sum_eq: "(\<Sum>j=0..<n. (1 / real (f (j' + j))) * real x ^ j) =

     (\<Sum>j = 0..<n. -1 ^ j * (1 / real (f (j' + j))) * real (- x) ^ j)"

   proof (rule setsum_cong, simp)

     fix j assume "j \<in> {0 ..< n}"

     show "1 / real (f (j' + j)) * real x ^ j = -1 ^ j * (1 / real (f (j' + j))) * real (- x) ^ j"

       unfolding move_minus power_mult_distrib mult_assoc[symmetric]

       unfolding mult_commute unfolding mult_assoc[of "-1 ^ j", symmetric] power_mult_distrib[symmetric]

       by auto

   qed

   have "0 \<le> real (-x)" using assms by auto

   from horner_bounds[where G=G and F=F and f=f and s=s and prec=prec

     and lb="\<lambda> n i k x. lb n i k (-x)" and ub="\<lambda> n i k x. ub n i k (-x)", unfolded lb_Suc ub_Suc diff_mult_minus,

     OF this f_Suc lb_0 refl ub_0 refl]

   show "?lb" and "?ub" unfolding minus_minus sum_eq

     by auto

 qed

 subsection {* Selectors for next even or odd number *}

 text {*

 The horner scheme computes alternating series. To get the upper and lower bounds we need to

 guarantee to access a even or odd member. To do this we use @{term get_odd} and @{term get_even}.

 *}

 definition get_odd :: "nat \<Rightarrow> nat" where

   "get_odd n = (if odd n then n else (Suc n))"

 definition get_even :: "nat \<Rightarrow> nat" where

   "get_even n = (if even n then n else (Suc n))"

 lemma get_odd[simp]: "odd (get_odd n)" unfolding get_odd_def by (cases "odd n", auto)

 lemma get_even[simp]: "even (get_even n)" unfolding get_even_def by (cases "even n", auto)

 lemma get_odd_ex: "\<exists> k. Suc k = get_odd n \<and> odd (Suc k)"

 proof (cases "odd n")

   case True hence "0 < n" by (rule odd_pos)

   from gr0_implies_Suc[OF this] obtain k where "Suc k = n" by auto

   thus ?thesis unfolding get_odd_def if_P[OF True] using True[unfolded `Suc k = n`[symmetric]] by blast

 next

   case False hence "odd (Suc n)" by auto

   thus ?thesis unfolding get_odd_def if_not_P[OF False] by blast

 qed

 lemma get_even_double: "\<exists>i. get_even n = 2 * i" using get_even[unfolded even_mult_two_ex] .

 lemma get_odd_double: "\<exists>i. get_odd n = 2 * i + 1" using get_odd[unfolded odd_Suc_mult_two_ex] by auto

 section "Power function"

 definition float_power_bnds :: "nat \<Rightarrow> float \<Rightarrow> float \<Rightarrow> float * float" where

 "float_power_bnds n l u = (if odd n \<or> 0 < l then (l ^ n, u ^ n)

                       else if u < 0         then (u ^ n, l ^ n)

                                             else (0, (max (-l) u) ^ n))"

 lemma float_power_bnds: assumes "(l1, u1) = float_power_bnds n l u" and "x \<in> {real l .. real u}"

   shows "x ^ n \<in> {real l1..real u1}"

 proof (cases "even n")

   case True

   show ?thesis

   proof (cases "0 < l")

     case True hence "odd n \<or> 0 < l" and "0 \<le> real l" unfolding less_float_def by auto

     have u1: "u1 = u ^ n" and l1: "l1 = l ^ n" using assms unfolding float_power_bnds_def if_P[OF `odd n \<or> 0 < l`] by auto

     have "real l ^ n \<le> x ^ n" and "x ^ n \<le> real u ^ n " using `0 \<le> real l` and assms unfolding atLeastAtMost_iff using power_mono[of "real l" x] power_mono[of x "real u"] by auto

     thus ?thesis using assms `0 < l` unfolding atLeastAtMost_iff l1 u1 float_power less_float_def by auto

   next

     case False hence P: "\<not> (odd n \<or> 0 < l)" using `even n` by auto

     show ?thesis

     proof (cases "u < 0")

       case True hence "0 \<le> - real u" and "- real u \<le> - x" and "0 \<le> - x" and "-x \<le> - real l" using assms unfolding less_float_def by auto

       hence "real u ^ n \<le> x ^ n" and "x ^ n \<le> real l ^ n" using power_mono[of  "-x" "-real l" n] power_mono[of "-real u" "-x" n]

         unfolding power_minus_even[OF `even n`] by auto

       moreover have u1: "u1 = l ^ n" and l1: "l1 = u ^ n" using assms unfolding float_power_bnds_def if_not_P[OF P] if_P[OF True] by auto

       ultimately show ?thesis using float_power by auto

     next

       case False

       have "\<bar>x\<bar> \<le> real (max (-l) u)"

       proof (cases "-l \<le> u")

         case True thus ?thesis unfolding max_def if_P[OF True] using assms unfolding le_float_def by auto

       next

         case False thus ?thesis unfolding max_def if_not_P[OF False] using assms unfolding le_float_def by auto

       qed

       hence x_abs: "\<bar>x\<bar> \<le> \<bar>real (max (-l) u)\<bar>" by auto

       have u1: "u1 = (max (-l) u) ^ n" and l1: "l1 = 0" using assms unfolding float_power_bnds_def if_not_P[OF P] if_not_P[OF False] by auto

       show ?thesis unfolding atLeastAtMost_iff l1 u1 float_power using zero_le_even_power[OF `even n`] power_mono_even[OF `even n` x_abs] by auto

     qed

   qed

 next

   case False hence "odd n \<or> 0 < l" by auto

   have u1: "u1 = u ^ n" and l1: "l1 = l ^ n" using assms unfolding float_power_bnds_def if_P[OF `odd n \<or> 0 < l`] by auto

   have "real l ^ n \<le> x ^ n" and "x ^ n \<le> real u ^ n " using assms unfolding atLeastAtMost_iff using power_mono_odd[OF False] by auto

   thus ?thesis unfolding atLeastAtMost_iff l1 u1 float_power less_float_def by auto

 qed

 lemma bnds_power: "\<forall> x l u. (l1, u1) = float_power_bnds n l u \<and> x \<in> {real l .. real u} \<longrightarrow> real l1 \<le> x ^ n \<and> x ^ n \<le> real u1"

   using float_power_bnds by auto

 section "Square root"

 text {*

 The square root computation is implemented as newton iteration. As first first step we use the

 nearest power of two greater than the square root.

 *}

 fun sqrt_iteration :: "nat \<Rightarrow> nat \<Rightarrow> float \<Rightarrow> float" where

 "sqrt_iteration prec 0 (Float m e) = Float 1 ((e + bitlen m) div 2 + 1)" |

 "sqrt_iteration prec (Suc m) x = (let y = sqrt_iteration prec m x

                                   in Float 1 -1 * (y + float_divr prec x y))"

 function ub_sqrt lb_sqrt :: "nat \<Rightarrow> float \<Rightarrow> float" where

 "ub_sqrt prec x = (if 0 < x then (sqrt_iteration prec prec x)

               else if x < 0 then - lb_sqrt prec (- x)

                             else 0)" |

 "lb_sqrt prec x = (if 0 < x then (float_divl prec x (sqrt_iteration prec prec x))

               else if x < 0 then - ub_sqrt prec (- x)

                             else 0)"

 by pat_completeness auto

 termination by (relation "measure (\<lambda> v. let (prec, x) = sum_case id id v in (if x < 0 then 1 else 0))", auto simp add: less_float_def)

 declare lb_sqrt.simps[simp del]

 declare ub_sqrt.simps[simp del]

 lemma sqrt_ub_pos_pos_1:

   assumes "sqrt x < b" and "0 < b" and "0 < x"

   shows "sqrt x < (b + x / b)/2"

 proof -

   from assms have "0 < (b - sqrt x) ^ 2 " by simp

   also have "\<dots> = b ^ 2 - 2 * b * sqrt x + (sqrt x) ^ 2" by algebra

   also have "\<dots> = b ^ 2 - 2 * b * sqrt x + x" using assms by (simp add: real_sqrt_pow2)

   finally have "0 < b ^ 2 - 2 * b * sqrt x + x" by assumption

   hence "0 < b / 2 - sqrt x + x / (2 * b)" using assms

     by (simp add: field_simps power2_eq_square)

   thus ?thesis by (simp add: field_simps)

 qed

 lemma sqrt_iteration_bound: assumes "0 < real x"

   shows "sqrt (real x) < real (sqrt_iteration prec n x)"

 proof (induct n)

   case 0

   show ?case

   proof (cases x)

     case (Float m e)

     hence "0 < m" using float_pos_m_pos[unfolded less_float_def] assms by auto

     hence "0 < sqrt (real m)" by auto

     have int_nat_bl: "int (nat (bitlen m)) = bitlen m" using bitlen_ge0 by auto

     have "real x = (real m / 2^nat (bitlen m)) * pow2 (e + int (nat (bitlen m)))"

       unfolding pow2_add pow2_int Float real_of_float_simp by auto

     also have "\<dots> < 1 * pow2 (e + int (nat (bitlen m)))"

     proof (rule mult_strict_right_mono, auto)

       show "real m < 2^nat (bitlen m)" using bitlen_bounds[OF `0 < m`, THEN conjunct2]

         unfolding real_of_int_less_iff[of m, symmetric] by auto

     qed

     finally have "sqrt (real x) < sqrt (pow2 (e + bitlen m))" unfolding int_nat_bl by auto

     also have "\<dots> \<le> pow2 ((e + bitlen m) div 2 + 1)"

     proof -

       let ?E = "e + bitlen m"

       have E_mod_pow: "pow2 (?E mod 2) < 4"

       proof (cases "?E mod 2 = 1")

         case True thus ?thesis by auto

       next

         case False

         have "0 \<le> ?E mod 2" by auto

         have "?E mod 2 < 2" by auto

         from this[THEN zless_imp_add1_zle]

         have "?E mod 2 \<le> 0" using False by auto

         from xt1(5)[OF `0 \<le> ?E mod 2` this]

         show ?thesis by auto

       qed

       hence "sqrt (pow2 (?E mod 2)) < sqrt (2 * 2)" by auto

       hence E_mod_pow: "sqrt (pow2 (?E mod 2)) < 2" unfolding real_sqrt_abs2 by auto

       have E_eq: "pow2 ?E = pow2 (?E div 2 + ?E div 2 + ?E mod 2)" by auto

       have "sqrt (pow2 ?E) = sqrt (pow2 (?E div 2) * pow2 (?E div 2) * pow2 (?E mod 2))"

         unfolding E_eq unfolding pow2_add ..

       also have "\<dots> = pow2 (?E div 2) * sqrt (pow2 (?E mod 2))"

         unfolding real_sqrt_mult[of _ "pow2 (?E mod 2)"] real_sqrt_abs2 by auto

       also have "\<dots> < pow2 (?E div 2) * 2"

         by (rule mult_strict_left_mono, auto intro: E_mod_pow)

       also have "\<dots> = pow2 (?E div 2 + 1)" unfolding zadd_commute[of _ 1] pow2_add1 by auto

       finally show ?thesis by auto

     qed

     finally show ?thesis

       unfolding Float sqrt_iteration.simps real_of_float_simp by auto

   qed

 next

   case (Suc n)

   let ?b = "sqrt_iteration prec n x"

   have "0 < sqrt (real x)" using `0 < real x` by auto

   also have "\<dots> < real ?b" using Suc .

   finally have "sqrt (real x) < (real ?b + real x / real ?b)/2" using sqrt_ub_pos_pos_1[OF Suc _ `0 < real x`] by auto

   also have "\<dots> \<le> (real ?b + real (float_divr prec x ?b))/2" by (rule divide_right_mono, auto simp add: float_divr)

   also have "\<dots> = real (Float 1 -1) * (real ?b + real (float_divr prec x ?b))" by auto

   finally show ?case unfolding sqrt_iteration.simps Let_def real_of_float_mult real_of_float_add right_distrib .

 qed

 lemma sqrt_iteration_lower_bound: assumes "0 < real x"

   shows "0 < real (sqrt_iteration prec n x)" (is "0 < ?sqrt")

 proof -

   have "0 < sqrt (real x)" using assms by auto

   also have "\<dots> < ?sqrt" using sqrt_iteration_bound[OF assms] .

   finally show ?thesis .

 qed

 lemma lb_sqrt_lower_bound: assumes "0 \<le> real x"

   shows "0 \<le> real (lb_sqrt prec x)"

 proof (cases "0 < x")

   case True hence "0 < real x" and "0 \<le> x" using `0 \<le> real x` unfolding less_float_def le_float_def by auto

   hence "0 < sqrt_iteration prec prec x" unfolding less_float_def using sqrt_iteration_lower_bound by auto

   hence "0 \<le> real (float_divl prec x (sqrt_iteration prec prec x))" using float_divl_lower_bound[OF `0 \<le> x`] unfolding le_float_def by auto

   thus ?thesis unfolding lb_sqrt.simps using True by auto

 next

   case False with `0 \<le> real x` have "real x = 0" unfolding less_float_def by auto

   thus ?thesis unfolding lb_sqrt.simps less_float_def by auto

 qed

 lemma bnds_sqrt':

   shows "sqrt (real x) \<in> { real (lb_sqrt prec x) .. real (ub_sqrt prec x) }"

 proof -

   { fix x :: float assume "0 < x"

     hence "0 < real x" and "0 \<le> real x" unfolding less_float_def by auto

     hence sqrt_gt0: "0 < sqrt (real x)" by auto

     hence sqrt_ub: "sqrt (real x) < real (sqrt_iteration prec prec x)" using sqrt_iteration_bound by auto

     have "real (float_divl prec x (sqrt_iteration prec prec x)) \<le>

           real x / real (sqrt_iteration prec prec x)" by (rule float_divl)

     also have "\<dots> < real x / sqrt (real x)"

       by (rule divide_strict_left_mono[OF sqrt_ub `0 < real x`

                mult_pos_pos[OF order_less_trans[OF sqrt_gt0 sqrt_ub] sqrt_gt0]])

     also have "\<dots> = sqrt (real x)"

       unfolding inverse_eq_iff_eq[of _ "sqrt (real x)", symmetric]

                 sqrt_divide_self_eq[OF `0 \<le> real x`, symmetric] by auto

     finally have "real (lb_sqrt prec x) \<le> sqrt (real x)"

       unfolding lb_sqrt.simps if_P[OF `0 < x`] by auto }

   note lb = this

   { fix x :: float assume "0 < x"

     hence "0 < real x" unfolding less_float_def by auto

     hence "0 < sqrt (real x)" by auto

     hence "sqrt (real x) < real (sqrt_iteration prec prec x)"

       using sqrt_iteration_bound by auto

     hence "sqrt (real x) \<le> real (ub_sqrt prec x)"

       unfolding ub_sqrt.simps if_P[OF `0 < x`] by auto }

   note ub = this

   show ?thesis

   proof (cases "0 < x")

     case True with lb ub show ?thesis by auto

   next case False show ?thesis

   proof (cases "real x = 0")

     case True thus ?thesis

       by (auto simp add: less_float_def lb_sqrt.simps ub_sqrt.simps)

   next

     case False with `\<not> 0 < x` have "x < 0" and "0 < -x"

       by (auto simp add: less_float_def)

     with `\<not> 0 < x`

     show ?thesis using lb[OF `0 < -x`] ub[OF `0 < -x`]

       by (auto simp add: real_sqrt_minus lb_sqrt.simps ub_sqrt.simps)

   qed qed

 qed

 lemma bnds_sqrt: "\<forall> x lx ux. (l, u) = (lb_sqrt prec lx, ub_sqrt prec ux) \<and> x \<in> {real lx .. real ux} \<longrightarrow> real l \<le> sqrt x \<and> sqrt x \<le> real u"

 proof ((rule allI) +, rule impI, erule conjE, rule conjI)

   fix x lx ux

   assume "(l, u) = (lb_sqrt prec lx, ub_sqrt prec ux)"

     and x: "x \<in> {real lx .. real ux}"

   hence l: "l = lb_sqrt prec lx " and u: "u = ub_sqrt prec ux" by auto

   have "sqrt (real lx) \<le> sqrt x" using x by auto

   from order_trans[OF _ this]

   show "real l \<le> sqrt x" unfolding l using bnds_sqrt'[of lx prec] by auto

   have "sqrt x \<le> sqrt (real ux)" using x by auto

   from order_trans[OF this]

   show "sqrt x \<le> real u" unfolding u using bnds_sqrt'[of ux prec] by auto

 qed

 section "Arcus tangens and \<pi>"

 subsection "Compute arcus tangens series"

 text {*

 As first step we implement the computation of the arcus tangens series. This is only valid in the range

 @{term "{-1 :: real .. 1}"}. This is used to compute \<pi> and then the entire arcus tangens.

 *}

 fun ub_arctan_horner :: "nat \<Rightarrow> nat \<Rightarrow> nat \<Rightarrow> float \<Rightarrow> float"

 and lb_arctan_horner :: "nat \<Rightarrow> nat \<Rightarrow> nat \<Rightarrow> float \<Rightarrow> float" where

   "ub_arctan_horner prec 0 k x = 0"

 | "ub_arctan_horner prec (Suc n) k x =

     (rapprox_rat prec 1 (int k)) - x * (lb_arctan_horner prec n (k + 2) x)"

 | "lb_arctan_horner prec 0 k x = 0"

 | "lb_arctan_horner prec (Suc n) k x =

     (lapprox_rat prec 1 (int k)) - x * (ub_arctan_horner prec n (k + 2) x)"

 lemma arctan_0_1_bounds': assumes "0 \<le> real x" "real x \<le> 1" and "even n"

   shows "arctan (real x) \<in> {real (x * lb_arctan_horner prec n 1 (x * x)) .. real (x * ub_arctan_horner prec (Suc n) 1 (x * x))}"

 proof -

   let "?c i" = "-1^i * (1 / real (i * 2 + 1) * real x ^ (i * 2 + 1))"

   let "?S n" = "\<Sum> i=0..<n. ?c i"

   have "0 \<le> real (x * x)" by auto

   from `even n` obtain m where "2 * m = n" unfolding even_mult_two_ex by auto

   have "arctan (real x) \<in> { ?S n .. ?S (Suc n) }"

   proof (cases "real x = 0")

     case False

     hence "0 < real x" using `0 \<le> real x` by auto

     hence prem: "0 < 1 / real (0 * 2 + (1::nat)) * real x ^ (0 * 2 + 1)" by auto

     have "\<bar> real x \<bar> \<le> 1"  using `0 \<le> real x` `real x \<le> 1` by auto

     from mp[OF summable_Leibniz(2)[OF zeroseq_arctan_series[OF this] monoseq_arctan_series[OF this]] prem, THEN spec, of m, unfolded `2 * m = n`]

     show ?thesis unfolding arctan_series[OF `\<bar> real x \<bar> \<le> 1`] Suc_eq_plus1  .

   qed auto

   note arctan_bounds = this[unfolded atLeastAtMost_iff]

   have F: "\<And>n. 2 * Suc n + 1 = 2 * n + 1 + 2" by auto

   note bounds = horner_bounds[where s=1 and f="\<lambda>i. 2 * i + 1" and j'=0

     and lb="\<lambda>n i k x. lb_arctan_horner prec n k x"

     and ub="\<lambda>n i k x. ub_arctan_horner prec n k x",

     OF `0 \<le> real (x*x)` F lb_arctan_horner.simps ub_arctan_horner.simps]

   { have "real (x * lb_arctan_horner prec n 1 (x*x)) \<le> ?S n"

       using bounds(1) `0 \<le> real x`

       unfolding real_of_float_mult power_add power_one_right mult_assoc[symmetric] setsum_left_distrib[symmetric]

       unfolding mult_commute[where 'a=real] mult_commute[of _ "2::nat"] power_mult power2_eq_square[of "real x"]

       by (auto intro!: mult_left_mono)

     also have "\<dots> \<le> arctan (real x)" using arctan_bounds ..

     finally have "real (x * lb_arctan_horner prec n 1 (x*x)) \<le> arctan (real x)" . }

   moreover

   { have "arctan (real x) \<le> ?S (Suc n)" using arctan_bounds ..

     also have "\<dots> \<le> real (x * ub_arctan_horner prec (Suc n) 1 (x*x))"

       using bounds(2)[of "Suc n"] `0 \<le> real x`

       unfolding real_of_float_mult power_add power_one_right mult_assoc[symmetric] setsum_left_distrib[symmetric]

       unfolding mult_commute[where 'a=real] mult_commute[of _ "2::nat"] power_mult power2_eq_square[of "real x"]

       by (auto intro!: mult_left_mono)

     finally have "arctan (real x) \<le> real (x * ub_arctan_horner prec (Suc n) 1 (x*x))" . }

   ultimately show ?thesis by auto

 qed

 lemma arctan_0_1_bounds: assumes "0 \<le> real x" "real x \<le> 1"

   shows "arctan (real x) \<in> {real (x * lb_arctan_horner prec (get_even n) 1 (x * x)) .. real (x * ub_arctan_horner prec (get_odd n) 1 (x * x))}"

 proof (cases "even n")

   case True

   obtain n' where "Suc n' = get_odd n" and "odd (Suc n')" using get_odd_ex by auto

   hence "even n'" unfolding even_Suc by auto

   have "arctan (real x) \<le> real (x * ub_arctan_horner prec (get_odd n) 1 (x * x))"

     unfolding `Suc n' = get_odd n`[symmetric] using arctan_0_1_bounds'[OF `0 \<le> real x` `real x \<le> 1` `even n'`] by auto

   moreover

   have "real (x * lb_arctan_horner prec (get_even n) 1 (x * x)) \<le> arctan (real x)"

     unfolding get_even_def if_P[OF True] using arctan_0_1_bounds'[OF `0 \<le> real x` `real x \<le> 1` `even n`] by auto

   ultimately show ?thesis by auto

 next

   case False hence "0 < n" by (rule odd_pos)

   from gr0_implies_Suc[OF this] obtain n' where "n = Suc n'" ..

   from False[unfolded this even_Suc]

   have "even n'" and "even (Suc (Suc n'))" by auto

   have "get_odd n = Suc n'" unfolding get_odd_def if_P[OF False] using `n = Suc n'` .

   have "arctan (real x) \<le> real (x * ub_arctan_horner prec (get_odd n) 1 (x * x))"

     unfolding `get_odd n = Suc n'` using arctan_0_1_bounds'[OF `0 \<le> real x` `real x \<le> 1` `even n'`] by auto

   moreover

   have "real (x * lb_arctan_horner prec (get_even n) 1 (x * x)) \<le> arctan (real x)"

     unfolding get_even_def if_not_P[OF False] unfolding `n = Suc n'` using arctan_0_1_bounds'[OF `0 \<le> real x` `real x \<le> 1` `even (Suc (Suc n'))`] by auto

   ultimately show ?thesis by auto

 qed

 subsection "Compute \<pi>"

 definition ub_pi :: "nat \<Rightarrow> float" where

   "ub_pi prec = (let A = rapprox_rat prec 1 5 ;

                      B = lapprox_rat prec 1 239

                  in ((Float 1 2) * ((Float 1 2) * A * (ub_arctan_horner prec (get_odd (prec div 4 + 1)) 1 (A * A)) -

                                                   B * (lb_arctan_horner prec (get_even (prec div 14 + 1)) 1 (B * B)))))"

 definition lb_pi :: "nat \<Rightarrow> float" where

   "lb_pi prec = (let A = lapprox_rat prec 1 5 ;

                      B = rapprox_rat prec 1 239

                  in ((Float 1 2) * ((Float 1 2) * A * (lb_arctan_horner prec (get_even (prec div 4 + 1)) 1 (A * A)) -

                                                   B * (ub_arctan_horner prec (get_odd (prec div 14 + 1)) 1 (B * B)))))"

 lemma pi_boundaries: "pi \<in> {real (lb_pi n) .. real (ub_pi n)}"

 proof -

   have machin_pi: "pi = 4 * (4 * arctan (1 / 5) - arctan (1 / 239))" unfolding machin[symmetric] by auto

   { fix prec n :: nat fix k :: int assume "1 < k" hence "0 \<le> k" and "0 < k" and "1 \<le> k" by auto

     let ?k = "rapprox_rat prec 1 k"

     have "1 div k = 0" using div_pos_pos_trivial[OF _ `1 < k`] by auto

     have "0 \<le> real ?k" by (rule order_trans[OF _ rapprox_rat], auto simp add: `0 \<le> k`)

     have "real ?k \<le> 1" unfolding rapprox_rat.simps(2)[OF zero_le_one `0 < k`]

       by (rule rapprox_posrat_le1, auto simp add: `0 < k` `1 \<le> k`)

     have "1 / real k \<le> real ?k" using rapprox_rat[where x=1 and y=k] by auto

     hence "arctan (1 / real k) \<le> arctan (real ?k)" by (rule arctan_monotone')

     also have "\<dots> \<le> real (?k * ub_arctan_horner prec (get_odd n) 1 (?k * ?k))"

       using arctan_0_1_bounds[OF `0 \<le> real ?k` `real ?k \<le> 1`] by auto

     finally have "arctan (1 / (real k)) \<le> real (?k * ub_arctan_horner prec (get_odd n) 1 (?k * ?k))" .

   } note ub_arctan = this

   { fix prec n :: nat fix k :: int assume "1 < k" hence "0 \<le> k" and "0 < k" by auto

     let ?k = "lapprox_rat prec 1 k"

     have "1 div k = 0" using div_pos_pos_trivial[OF _ `1 < k`] by auto

     have "1 / real k \<le> 1" using `1 < k` by auto

     have "\<And>n. 0 \<le> real ?k" using lapprox_rat_bottom[where x=1 and y=k, OF zero_le_one `0 < k`] by (auto simp add: `1 div k = 0`)

     have "\<And>n. real ?k \<le> 1" using lapprox_rat by (rule order_trans, auto simp add: `1 / real k \<le> 1`)

     have "real ?k \<le> 1 / real k" using lapprox_rat[where x=1 and y=k] by auto

     have "real (?k * lb_arctan_horner prec (get_even n) 1 (?k * ?k)) \<le> arctan (real ?k)"

       using arctan_0_1_bounds[OF `0 \<le> real ?k` `real ?k \<le> 1`] by auto

     also have "\<dots> \<le> arctan (1 / real k)" using `real ?k \<le> 1 / real k` by (rule arctan_monotone')

     finally have "real (?k * lb_arctan_horner prec (get_even n) 1 (?k * ?k)) \<le> arctan (1 / (real k))" .

   } note lb_arctan = this

   have "pi \<le> real (ub_pi n)"

     unfolding ub_pi_def machin_pi Let_def real_of_float_mult real_of_float_sub unfolding Float_num

     using lb_arctan[of 239] ub_arctan[of 5]

     by (auto intro!: mult_left_mono add_mono simp add: diff_minus simp del: lapprox_rat.simps rapprox_rat.simps)

   moreover

   have "real (lb_pi n) \<le> pi"

     unfolding lb_pi_def machin_pi Let_def real_of_float_mult real_of_float_sub Float_num

     using lb_arctan[of 5] ub_arctan[of 239]

     by (auto intro!: mult_left_mono add_mono simp add: diff_minus simp del: lapprox_rat.simps rapprox_rat.simps)

   ultimately show ?thesis by auto

 qed

 subsection "Compute arcus tangens in the entire domain"

 function lb_arctan :: "nat \<Rightarrow> float \<Rightarrow> float" and ub_arctan :: "nat \<Rightarrow> float \<Rightarrow> float" where

   "lb_arctan prec x = (let ub_horner = \<lambda> x. x * ub_arctan_horner prec (get_odd (prec div 4 + 1)) 1 (x * x) ;

                            lb_horner = \<lambda> x. x * lb_arctan_horner prec (get_even (prec div 4 + 1)) 1 (x * x)

     in (if x < 0          then - ub_arctan prec (-x) else

         if x \<le> Float 1 -1 then lb_horner x else

         if x \<le> Float 1 1  then Float 1 1 * lb_horner (float_divl prec x (1 + ub_sqrt prec (1 + x * x)))

                           else (let inv = float_divr prec 1 x

                                 in if inv > 1 then 0

                                               else lb_pi prec * Float 1 -1 - ub_horner inv)))"

 | "ub_arctan prec x = (let lb_horner = \<lambda> x. x * lb_arctan_horner prec (get_even (prec div 4 + 1)) 1 (x * x) ;

                            ub_horner = \<lambda> x. x * ub_arctan_horner prec (get_odd (prec div 4 + 1)) 1 (x * x)

     in (if x < 0          then - lb_arctan prec (-x) else

         if x \<le> Float 1 -1 then ub_horner x else

         if x \<le> Float 1 1  then let y = float_divr prec x (1 + lb_sqrt prec (1 + x * x))

                                in if y > 1 then ub_pi prec * Float 1 -1

                                            else Float 1 1 * ub_horner y

                           else ub_pi prec * Float 1 -1 - lb_horner (float_divl prec 1 x)))"

 by pat_completeness auto

 termination by (relation "measure (\<lambda> v. let (prec, x) = sum_case id id v in (if x < 0 then 1 else 0))", auto simp add: less_float_def)

 declare ub_arctan_horner.simps[simp del]

 declare lb_arctan_horner.simps[simp del]

 lemma lb_arctan_bound': assumes "0 \<le> real x"

   shows "real (lb_arctan prec x) \<le> arctan (real x)"

 proof -

   have "\<not> x < 0" and "0 \<le> x" unfolding less_float_def le_float_def using `0 \<le> real x` by auto

   let "?ub_horner x" = "x * ub_arctan_horner prec (get_odd (prec div 4 + 1)) 1 (x * x)"

     and "?lb_horner x" = "x * lb_arctan_horner prec (get_even (prec div 4 + 1)) 1 (x * x)"

   show ?thesis

   proof (cases "x \<le> Float 1 -1")

     case True hence "real x \<le> 1" unfolding le_float_def Float_num by auto

     show ?thesis unfolding lb_arctan.simps Let_def if_not_P[OF `\<not> x < 0`] if_P[OF True]

       using arctan_0_1_bounds[OF `0 \<le> real x` `real x \<le> 1`] by auto

   next

     case False hence "0 < real x" unfolding le_float_def Float_num by auto

     let ?R = "1 + sqrt (1 + real x * real x)"

     let ?fR = "1 + ub_sqrt prec (1 + x * x)"

     let ?DIV = "float_divl prec x ?fR"

     have sqr_ge0: "0 \<le> 1 + real x * real x" using sum_power2_ge_zero[of 1 "real x", unfolded numeral_2_eq_2] by auto

     hence divisor_gt0: "0 < ?R" by (auto intro: add_pos_nonneg)

     have "sqrt (real (1 + x * x)) \<le> real (ub_sqrt prec (1 + x * x))"

       using bnds_sqrt'[of "1 + x * x"] by auto

     hence "?R \<le> real ?fR" by auto

     hence "0 < ?fR" and "0 < real ?fR" unfolding less_float_def using `0 < ?R` by auto

     have monotone: "real (float_divl prec x ?fR) \<le> real x / ?R"

     proof -

       have "real ?DIV \<le> real x / real ?fR" by (rule float_divl)

       also have "\<dots> \<le> real x / ?R" by (rule divide_left_mono[OF `?R \<le> real ?fR` `0 \<le> real x` mult_pos_pos[OF order_less_le_trans[OF divisor_gt0 `?R \<le> real ?fR`] divisor_gt0]])

       finally show ?thesis .

     qed

     show ?thesis

     proof (cases "x \<le> Float 1 1")

       case True

       have "real x \<le> sqrt (real (1 + x * x))" using real_sqrt_sum_squares_ge2[where x=1, unfolded numeral_2_eq_2] by auto

       also have "\<dots> \<le> real (ub_sqrt prec (1 + x * x))"

         using bnds_sqrt'[of "1 + x * x"] by auto

       finally have "real x \<le> real ?fR" by auto

       moreover have "real ?DIV \<le> real x / real ?fR" by (rule float_divl)

       ultimately have "real ?DIV \<le> 1" unfolding divide_le_eq_1_pos[OF `0 < real ?fR`, symmetric] by auto

       have "0 \<le> real ?DIV" using float_divl_lower_bound[OF `0 \<le> x` `0 < ?fR`] unfolding le_float_def by auto

       have "real (Float 1 1 * ?lb_horner ?DIV) \<le> 2 * arctan (real (float_divl prec x ?fR))" unfolding real_of_float_mult[of "Float 1 1"] Float_num

         using arctan_0_1_bounds[OF `0 \<le> real ?DIV` `real ?DIV \<le> 1`] by auto

       also have "\<dots> \<le> 2 * arctan (real x / ?R)"

         using arctan_monotone'[OF monotone] by (auto intro!: mult_left_mono)

       also have "2 * arctan (real x / ?R) = arctan (real x)" using arctan_half[symmetric] unfolding numeral_2_eq_2 power_Suc2 power_0 mult_1_left .

       finally show ?thesis unfolding lb_arctan.simps Let_def if_not_P[OF `\<not> x < 0`] if_not_P[OF `\<not> x \<le> Float 1 -1`] if_P[OF True] .

     next

       case False

       hence "2 < real x" unfolding le_float_def Float_num by auto

       hence "1 \<le> real x" by auto

       let "?invx" = "float_divr prec 1 x"

       have "0 \<le> arctan (real x)" using arctan_monotone'[OF `0 \<le> real x`] using arctan_tan[of 0, unfolded tan_zero] by auto

       show ?thesis

       proof (cases "1 < ?invx")

         case True

         show ?thesis unfolding lb_arctan.simps Let_def if_not_P[OF `\<not> x < 0`] if_not_P[OF `\<not> x \<le> Float 1 -1`] if_not_P[OF False] if_P[OF True]

           using `0 \<le> arctan (real x)` by auto

       next

         case False

         hence "real ?invx \<le> 1" unfolding less_float_def by auto

         have "0 \<le> real ?invx" by (rule order_trans[OF _ float_divr], auto simp add: `0 \<le> real x`)

         have "1 / real x \<noteq> 0" and "0 < 1 / real x" using `0 < real x` by auto

         have "arctan (1 / real x) \<le> arctan (real ?invx)" unfolding real_of_float_1[symmetric] by (rule arctan_monotone', rule float_divr)

         also have "\<dots> \<le> real (?ub_horner ?invx)" using arctan_0_1_bounds[OF `0 \<le> real ?invx` `real ?invx \<le> 1`] by auto

         finally have "pi / 2 - real (?ub_horner ?invx) \<le> arctan (real x)"

           using `0 \<le> arctan (real x)` arctan_inverse[OF `1 / real x \<noteq> 0`]

           unfolding real_sgn_pos[OF `0 < 1 / real x`] le_diff_eq by auto

         moreover

         have "real (lb_pi prec * Float 1 -1) \<le> pi / 2" unfolding real_of_float_mult Float_num times_divide_eq_right mult_1_left using pi_boundaries by auto

         ultimately

         show ?thesis unfolding lb_arctan.simps Let_def if_not_P[OF `\<not> x < 0`] if_not_P[OF `\<not> x \<le> Float 1 -1`] if_not_P[OF `\<not> x \<le> Float 1 1`] if_not_P[OF False]

           by auto

       qed

     qed

   qed

 qed

 lemma ub_arctan_bound': assumes "0 \<le> real x"

   shows "arctan (real x) \<le> real (ub_arctan prec x)"

 proof -

   have "\<not> x < 0" and "0 \<le> x" unfolding less_float_def le_float_def using `0 \<le> real x` by auto

   let "?ub_horner x" = "x * ub_arctan_horner prec (get_odd (prec div 4 + 1)) 1 (x * x)"

     and "?lb_horner x" = "x * lb_arctan_horner prec (get_even (prec div 4 + 1)) 1 (x * x)"

   show ?thesis

   proof (cases "x \<le> Float 1 -1")

     case True hence "real x \<le> 1" unfolding le_float_def Float_num by auto

     show ?thesis unfolding ub_arctan.simps Let_def if_not_P[OF `\<not> x < 0`] if_P[OF True]

       using arctan_0_1_bounds[OF `0 \<le> real x` `real x \<le> 1`] by auto

   next

     case False hence "0 < real x" unfolding le_float_def Float_num by auto

     let ?R = "1 + sqrt (1 + real x * real x)"

     let ?fR = "1 + lb_sqrt prec (1 + x * x)"

     let ?DIV = "float_divr prec x ?fR"

     have sqr_ge0: "0 \<le> 1 + real x * real x" using sum_power2_ge_zero[of 1 "real x", unfolded numeral_2_eq_2] by auto

     hence "0 \<le> real (1 + x*x)" by auto

     hence divisor_gt0: "0 < ?R" by (auto intro: add_pos_nonneg)

     have "real (lb_sqrt prec (1 + x * x)) \<le> sqrt (real (1 + x * x))"

       using bnds_sqrt'[of "1 + x * x"] by auto

     hence "real ?fR \<le> ?R" by auto

     have "0 < real ?fR" unfolding real_of_float_add real_of_float_1 by (rule order_less_le_trans[OF zero_less_one], auto simp add: lb_sqrt_lower_bound[OF `0 \<le> real (1 + x*x)`])

     have monotone: "real x / ?R \<le> real (float_divr prec x ?fR)"

     proof -

       from divide_left_mono[OF `real ?fR \<le> ?R` `0 \<le> real x` mult_pos_pos[OF divisor_gt0 `0 < real ?fR`]]

       have "real x / ?R \<le> real x / real ?fR" .

       also have "\<dots> \<le> real ?DIV" by (rule float_divr)

       finally show ?thesis .

     qed

     show ?thesis

     proof (cases "x \<le> Float 1 1")

       case True

       show ?thesis

       proof (cases "?DIV > 1")

         case True

         have "pi / 2 \<le> real (ub_pi prec * Float 1 -1)" unfolding real_of_float_mult Float_num times_divide_eq_right mult_1_left using pi_boundaries by auto

         from order_less_le_trans[OF arctan_ubound this, THEN less_imp_le]

         show ?thesis unfolding ub_arctan.simps Let_def if_not_P[OF `\<not> x < 0`] if_not_P[OF `\<not> x \<le> Float 1 -1`] if_P[OF `x \<le> Float 1 1`] if_P[OF True] .

       next

         case False

         hence "real ?DIV \<le> 1" unfolding less_float_def by auto

         have "0 \<le> real x / ?R" using `0 \<le> real x` `0 < ?R` unfolding real_0_le_divide_iff by auto

         hence "0 \<le> real ?DIV" using monotone by (rule order_trans)

         have "arctan (real x) = 2 * arctan (real x / ?R)" using arctan_half unfolding numeral_2_eq_2 power_Suc2 power_0 mult_1_left .

         also have "\<dots> \<le> 2 * arctan (real ?DIV)"

           using arctan_monotone'[OF monotone] by (auto intro!: mult_left_mono)

         also have "\<dots> \<le> real (Float 1 1 * ?ub_horner ?DIV)" unfolding real_of_float_mult[of "Float 1 1"] Float_num

           using arctan_0_1_bounds[OF `0 \<le> real ?DIV` `real ?DIV \<le> 1`] by auto

         finally show ?thesis unfolding ub_arctan.simps Let_def if_not_P[OF `\<not> x < 0`] if_not_P[OF `\<not> x \<le> Float 1 -1`] if_P[OF `x \<le> Float 1 1`] if_not_P[OF False] .

       qed

     next

       case False

       hence "2 < real x" unfolding le_float_def Float_num by auto

       hence "1 \<le> real x" by auto

       hence "0 < real x" by auto

       hence "0 < x" unfolding less_float_def by auto

       let "?invx" = "float_divl prec 1 x"

       have "0 \<le> arctan (real x)" using arctan_monotone'[OF `0 \<le> real x`] using arctan_tan[of 0, unfolded tan_zero] by auto

       have "real ?invx \<le> 1" unfolding less_float_def by (rule order_trans[OF float_divl], auto simp add: `1 \<le> real x` divide_le_eq_1_pos[OF `0 < real x`])

       have "0 \<le> real ?invx" unfolding real_of_float_0[symmetric] by (rule float_divl_lower_bound[unfolded le_float_def], auto simp add: `0 < x`)

       have "1 / real x \<noteq> 0" and "0 < 1 / real x" using `0 < real x` by auto

       have "real (?lb_horner ?invx) \<le> arctan (real ?invx)" using arctan_0_1_bounds[OF `0 \<le> real ?invx` `real ?invx \<le> 1`] by auto

       also have "\<dots> \<le> arctan (1 / real x)" unfolding real_of_float_1[symmetric] by (rule arctan_monotone', rule float_divl)

       finally have "arctan (real x) \<le> pi / 2 - real (?lb_horner ?invx)"

         using `0 \<le> arctan (real x)` arctan_inverse[OF `1 / real x \<noteq> 0`]

         unfolding real_sgn_pos[OF `0 < 1 / real x`] le_diff_eq by auto

       moreover

       have "pi / 2 \<le> real (ub_pi prec * Float 1 -1)" unfolding real_of_float_mult Float_num times_divide_eq_right mult_1_right using pi_boundaries by auto

       ultimately

       show ?thesis unfolding ub_arctan.simps Let_def if_not_P[OF `\<not> x < 0`] if_not_P[OF `\<not> x \<le> Float 1 -1`] if_not_P[OF `\<not> x \<le> Float 1 1`] if_not_P[OF False]

         by auto

     qed

   qed

 qed

 lemma arctan_boundaries:

   "arctan (real x) \<in> {real (lb_arctan prec x) .. real (ub_arctan prec x)}"

 proof (cases "0 \<le> x")

   case True hence "0 \<le> real x" unfolding le_float_def by auto

   show ?thesis using ub_arctan_bound'[OF `0 \<le> real x`] lb_arctan_bound'[OF `0 \<le> real x`] unfolding atLeastAtMost_iff by auto

 next

   let ?mx = "-x"

   case False hence "x < 0" and "0 \<le> real ?mx" unfolding le_float_def less_float_def by auto

   hence bounds: "real (lb_arctan prec ?mx) \<le> arctan (real ?mx) \<and> arctan (real ?mx) \<le> real (ub_arctan prec ?mx)"

     using ub_arctan_bound'[OF `0 \<le> real ?mx`] lb_arctan_bound'[OF `0 \<le> real ?mx`] by auto

   show ?thesis unfolding real_of_float_minus arctan_minus lb_arctan.simps[where x=x] ub_arctan.simps[where x=x] Let_def if_P[OF `x < 0`]

     unfolding atLeastAtMost_iff using bounds[unfolded real_of_float_minus arctan_minus] by auto

 qed

 lemma bnds_arctan: "\<forall> x lx ux. (l, u) = (lb_arctan prec lx, ub_arctan prec ux) \<and> x \<in> {real lx .. real ux} \<longrightarrow> real l \<le> arctan x \<and> arctan x \<le> real u"

 proof (rule allI, rule allI, rule allI, rule impI)

   fix x lx ux

   assume "(l, u) = (lb_arctan prec lx, ub_arctan prec ux) \<and> x \<in> {real lx .. real ux}"

   hence l: "lb_arctan prec lx = l " and u: "ub_arctan prec ux = u" and x: "x \<in> {real lx .. real ux}" by auto

   { from arctan_boundaries[of lx prec, unfolded l]

     have "real l \<le> arctan (real lx)" by (auto simp del: lb_arctan.simps)

     also have "\<dots> \<le> arctan x" using x by (auto intro: arctan_monotone')

     finally have "real l \<le> arctan x" .

   } moreover

   { have "arctan x \<le> arctan (real ux)" using x by (auto intro: arctan_monotone')

     also have "\<dots> \<le> real u" using arctan_boundaries[of ux prec, unfolded u] by (auto simp del: ub_arctan.simps)

     finally have "arctan x \<le> real u" .

   } ultimately show "real l \<le> arctan x \<and> arctan x \<le> real u" ..

 qed

 section "Sinus and Cosinus"

 subsection "Compute the cosinus and sinus series"

 fun ub_sin_cos_aux :: "nat \<Rightarrow> nat \<Rightarrow> nat \<Rightarrow> nat \<Rightarrow> float \<Rightarrow> float"

 and lb_sin_cos_aux :: "nat \<Rightarrow> nat \<Rightarrow> nat \<Rightarrow> nat \<Rightarrow> float \<Rightarrow> float" where

   "ub_sin_cos_aux prec 0 i k x = 0"

 | "ub_sin_cos_aux prec (Suc n) i k x =

     (rapprox_rat prec 1 (int k)) - x * (lb_sin_cos_aux prec n (i + 2) (k * i * (i + 1)) x)"

 | "lb_sin_cos_aux prec 0 i k x = 0"

 | "lb_sin_cos_aux prec (Suc n) i k x =

     (lapprox_rat prec 1 (int k)) - x * (ub_sin_cos_aux prec n (i + 2) (k * i * (i + 1)) x)"

 lemma cos_aux:

   shows "real (lb_sin_cos_aux prec n 1 1 (x * x)) \<le> (\<Sum> i=0..<n. -1^i * (1/real (fact (2 * i))) * (real x)^(2 * i))" (is "?lb")

   and "(\<Sum> i=0..<n. -1^i * (1/real (fact (2 * i))) * (real x)^(2 * i)) \<le> real (ub_sin_cos_aux prec n 1 1 (x * x))" (is "?ub")

 proof -

   have "0 \<le> real (x * x)" unfolding real_of_float_mult by auto

   let "?f n" = "fact (2 * n)"

   { fix n

     have F: "\<And>m. ((\<lambda>i. i + 2) ^^ n) m = m + 2 * n" by (induct n arbitrary: m, auto)

     have "?f (Suc n) = ?f n * ((\<lambda>i. i + 2) ^^ n) 1 * (((\<lambda>i. i + 2) ^^ n) 1 + 1)"

       unfolding F by auto } note f_eq = this

   from horner_bounds[where lb="lb_sin_cos_aux prec" and ub="ub_sin_cos_aux prec" and j'=0,

     OF `0 \<le> real (x * x)` f_eq lb_sin_cos_aux.simps ub_sin_cos_aux.simps]

   show "?lb" and "?ub" by (auto simp add: power_mult power2_eq_square[of "real x"])

 qed

 lemma cos_boundaries: assumes "0 \<le> real x" and "real x \<le> pi / 2"

   shows "cos (real x) \<in> {real (lb_sin_cos_aux prec (get_even n) 1 1 (x * x)) .. real (ub_sin_cos_aux prec (get_odd n) 1 1 (x * x))}"

 proof (cases "real x = 0")

   case False hence "real x \<noteq> 0" by auto

   hence "0 < x" and "0 < real x" using `0 \<le> real x` unfolding less_float_def by auto

   have "0 < x * x" using `0 < x` unfolding less_float_def real_of_float_mult real_of_float_0

     using mult_pos_pos[where a="real x" and b="real x"] by auto

   { fix x n have "(\<Sum> i=0..<n. -1^i * (1/real (fact (2 * i))) * x ^ (2 * i))

     = (\<Sum> i = 0 ..< 2 * n. (if even(i) then (-1 ^ (i div 2))/(real (fact i)) else 0) * x ^ i)" (is "?sum = ?ifsum")

   proof -

     have "?sum = ?sum + (\<Sum> j = 0 ..< n. 0)" by auto

     also have "\<dots> =

       (\<Sum> j = 0 ..< n. -1 ^ ((2 * j) div 2) / (real (fact (2 * j))) * x ^(2 * j)) + (\<Sum> j = 0 ..< n. 0)" by auto

     also have "\<dots> = (\<Sum> i = 0 ..< 2 * n. if even i then -1 ^ (i div 2) / (real (fact i)) * x ^ i else 0)"

       unfolding sum_split_even_odd ..

     also have "\<dots> = (\<Sum> i = 0 ..< 2 * n. (if even i then -1 ^ (i div 2) / (real (fact i)) else 0) * x ^ i)"

       by (rule setsum_cong2) auto

     finally show ?thesis by assumption

   qed } note morph_to_if_power = this

   { fix n :: nat assume "0 < n"

     hence "0 < 2 * n" by auto

     obtain t where "0 < t" and "t < real x" and

       cos_eq: "cos (real x) = (\<Sum> i = 0 ..< 2 * n. (if even(i) then (-1 ^ (i div 2))/(real (fact i)) else 0) * (real x) ^ i)

       + (cos (t + 1/2 * real (2 * n) * pi) / real (fact (2*n))) * (real x)^(2*n)"

       (is "_ = ?SUM + ?rest / ?fact * ?pow")

       using Maclaurin_cos_expansion2[OF `0 < real x` `0 < 2 * n`] by auto

     have "cos t * -1^n = cos t * cos (real n * pi) + sin t * sin (real n * pi)" by auto

     also have "\<dots> = cos (t + real n * pi)"  using cos_add by auto

     also have "\<dots> = ?rest" by auto

     finally have "cos t * -1^n = ?rest" .

     moreover

     have "t \<le> pi / 2" using `t < real x` and `real x \<le> pi / 2` by auto

     hence "0 \<le> cos t" using `0 < t` and cos_ge_zero by auto

     ultimately have even: "even n \<Longrightarrow> 0 \<le> ?rest" and odd: "odd n \<Longrightarrow> 0 \<le> - ?rest " by auto

     have "0 < ?fact" by auto

     have "0 < ?pow" using `0 < real x` by auto

     {

       assume "even n"

       have "real (lb_sin_cos_aux prec n 1 1 (x * x)) \<le> ?SUM"

         unfolding morph_to_if_power[symmetric] using cos_aux by auto

       also have "\<dots> \<le> cos (real x)"

       proof -

         from even[OF `even n`] `0 < ?fact` `0 < ?pow`

         have "0 \<le> (?rest / ?fact) * ?pow" by (metis mult_nonneg_nonneg divide_nonneg_pos less_imp_le)

         thus ?thesis unfolding cos_eq by auto

       qed

       finally have "real (lb_sin_cos_aux prec n 1 1 (x * x)) \<le> cos (real x)" .

     } note lb = this

     {

       assume "odd n"

       have "cos (real x) \<le> ?SUM"

       proof -

         from `0 < ?fact` and `0 < ?pow` and odd[OF `odd n`]

         have "0 \<le> (- ?rest) / ?fact * ?pow"

           by (metis mult_nonneg_nonneg divide_nonneg_pos less_imp_le)

         thus ?thesis unfolding cos_eq by auto

       qed

       also have "\<dots> \<le> real (ub_sin_cos_aux prec n 1 1 (x * x))"

         unfolding morph_to_if_power[symmetric] using cos_aux by auto

       finally have "cos (real x) \<le> real (ub_sin_cos_aux prec n 1 1 (x * x))" .

     } note ub = this and lb

   } note ub = this(1) and lb = this(2)

   have "cos (real x) \<le> real (ub_sin_cos_aux prec (get_odd n) 1 1 (x * x))" using ub[OF odd_pos[OF get_odd] get_odd] .

   moreover have "real (lb_sin_cos_aux prec (get_even n) 1 1 (x * x)) \<le> cos (real x)"

   proof (cases "0 < get_even n")

     case True show ?thesis using lb[OF True get_even] .

   next

     case False

     hence "get_even n = 0" by auto

     have "- (pi / 2) \<le> real x" by (rule order_trans[OF _ `0 < real x`[THEN less_imp_le]], auto)

     with `real x \<le> pi / 2`

     show ?thesis unfolding `get_even n = 0` lb_sin_cos_aux.simps real_of_float_minus real_of_float_0 using cos_ge_zero by auto

   qed

   ultimately show ?thesis by auto

 next

   case True

   show ?thesis

   proof (cases "n = 0")

     case True

     thus ?thesis unfolding `n = 0` get_even_def get_odd_def using `real x = 0` lapprox_rat[where x="-1" and y=1] by auto

   next

     case False with not0_implies_Suc obtain m where "n = Suc m" by blast

     thus ?thesis unfolding `n = Suc m` get_even_def get_odd_def using `real x = 0` rapprox_rat[where x=1 and y=1] lapprox_rat[where x=1 and y=1] by (cases "even (Suc m)", auto)

   qed

 qed

 lemma sin_aux: assumes "0 \<le> real x"

   shows "real (x * lb_sin_cos_aux prec n 2 1 (x * x)) \<le> (\<Sum> i=0..<n. -1^i * (1/real (fact (2 * i + 1))) * (real x)^(2 * i + 1))" (is "?lb")

   and "(\<Sum> i=0..<n. -1^i * (1/real (fact (2 * i + 1))) * (real x)^(2 * i + 1)) \<le> real (x * ub_sin_cos_aux prec n 2 1 (x * x))" (is "?ub")

 proof -

   have "0 \<le> real (x * x)" unfolding real_of_float_mult by auto

   let "?f n" = "fact (2 * n + 1)"

   { fix n

     have F: "\<And>m. ((\<lambda>i. i + 2) ^^ n) m = m + 2 * n" by (induct n arbitrary: m, auto)

     have "?f (Suc n) = ?f n * ((\<lambda>i. i + 2) ^^ n) 2 * (((\<lambda>i. i + 2) ^^ n) 2 + 1)"

       unfolding F by auto } note f_eq = this

   from horner_bounds[where lb="lb_sin_cos_aux prec" and ub="ub_sin_cos_aux prec" and j'=0,

     OF `0 \<le> real (x * x)` f_eq lb_sin_cos_aux.simps ub_sin_cos_aux.simps]

   show "?lb" and "?ub" using `0 \<le> real x` unfolding real_of_float_mult

     unfolding power_add power_one_right mult_assoc[symmetric] setsum_left_distrib[symmetric]

     unfolding mult_commute[where 'a=real]

     by (auto intro!: mult_left_mono simp add: power_mult power2_eq_square[of "real x"])

 qed

 lemma sin_boundaries: assumes "0 \<le> real x" and "real x \<le> pi / 2"

   shows "sin (real x) \<in> {real (x * lb_sin_cos_aux prec (get_even n) 2 1 (x * x)) .. real (x * ub_sin_cos_aux prec (get_odd n) 2 1 (x * x))}"

 proof (cases "real x = 0")

   case False hence "real x \<noteq> 0" by auto

   hence "0 < x" and "0 < real x" using `0 \<le> real x` unfolding less_float_def by auto

   have "0 < x * x" using `0 < x` unfolding less_float_def real_of_float_mult real_of_float_0

     using mult_pos_pos[where a="real x" and b="real x"] by auto

   { fix x n have "(\<Sum> j = 0 ..< n. -1 ^ (((2 * j + 1) - Suc 0) div 2) / (real (fact (2 * j + 1))) * x ^(2 * j + 1))

     = (\<Sum> i = 0 ..< 2 * n. (if even(i) then 0 else (-1 ^ ((i - Suc 0) div 2))/(real (fact i))) * x ^ i)" (is "?SUM = _")

     proof -

       have pow: "!!i. x ^ (2 * i + 1) = x * x ^ (2 * i)" by auto

       have "?SUM = (\<Sum> j = 0 ..< n. 0) + ?SUM" by auto

       also have "\<dots> = (\<Sum> i = 0 ..< 2 * n. if even i then 0 else -1 ^ ((i - Suc 0) div 2) / (real (fact i)) * x ^ i)"

         unfolding sum_split_even_odd ..

       also have "\<dots> = (\<Sum> i = 0 ..< 2 * n. (if even i then 0 else -1 ^ ((i - Suc 0) div 2) / (real (fact i))) * x ^ i)"

         by (rule setsum_cong2) auto

       finally show ?thesis by assumption

     qed } note setsum_morph = this

   { fix n :: nat assume "0 < n"

     hence "0 < 2 * n + 1" by auto

     obtain t where "0 < t" and "t < real x" and

       sin_eq: "sin (real x) = (\<Sum> i = 0 ..< 2 * n + 1. (if even(i) then 0 else (-1 ^ ((i - Suc 0) div 2))/(real (fact i))) * (real x) ^ i)

       + (sin (t + 1/2 * real (2 * n + 1) * pi) / real (fact (2*n + 1))) * (real x)^(2*n + 1)"

       (is "_ = ?SUM + ?rest / ?fact * ?pow")

       using Maclaurin_sin_expansion3[OF `0 < 2 * n + 1` `0 < real x`] by auto

     have "?rest = cos t * -1^n" unfolding sin_add cos_add real_of_nat_add left_distrib right_distrib by auto

     moreover

     have "t \<le> pi / 2" using `t < real x` and `real x \<le> pi / 2` by auto

     hence "0 \<le> cos t" using `0 < t` and cos_ge_zero by auto

     ultimately have even: "even n \<Longrightarrow> 0 \<le> ?rest" and odd: "odd n \<Longrightarrow> 0 \<le> - ?rest " by auto

     have "0 < ?fact" by (rule real_of_nat_fact_gt_zero)

     have "0 < ?pow" using `0 < real x` by (rule zero_less_power)

     {

       assume "even n"

       have "real (x * lb_sin_cos_aux prec n 2 1 (x * x)) \<le>

             (\<Sum> i = 0 ..< 2 * n. (if even(i) then 0 else (-1 ^ ((i - Suc 0) div 2))/(real (fact i))) * (real x) ^ i)"

         using sin_aux[OF `0 \<le> real x`] unfolding setsum_morph[symmetric] by auto

       also have "\<dots> \<le> ?SUM" by auto

       also have "\<dots> \<le> sin (real x)"

       proof -

         from even[OF `even n`] `0 < ?fact` `0 < ?pow`

         have "0 \<le> (?rest / ?fact) * ?pow" by (metis mult_nonneg_nonneg divide_nonneg_pos less_imp_le)

         thus ?thesis unfolding sin_eq by auto

       qed

       finally have "real (x * lb_sin_cos_aux prec n 2 1 (x * x)) \<le> sin (real x)" .

     } note lb = this

     {

       assume "odd n"

       have "sin (real x) \<le> ?SUM"

       proof -

         from `0 < ?fact` and `0 < ?pow` and odd[OF `odd n`]

         have "0 \<le> (- ?rest) / ?fact * ?pow"

           by (metis mult_nonneg_nonneg divide_nonneg_pos less_imp_le)

         thus ?thesis unfolding sin_eq by auto

       qed

       also have "\<dots> \<le> (\<Sum> i = 0 ..< 2 * n. (if even(i) then 0 else (-1 ^ ((i - Suc 0) div 2))/(real (fact i))) * (real x) ^ i)"

          by auto

       also have "\<dots> \<le> real (x * ub_sin_cos_aux prec n 2 1 (x * x))"

         using sin_aux[OF `0 \<le> real x`] unfolding setsum_morph[symmetric] by auto

       finally have "sin (real x) \<le> real (x * ub_sin_cos_aux prec n 2 1 (x * x))" .

     } note ub = this and lb

   } note ub = this(1) and lb = this(2)

   have "sin (real x) \<le> real (x * ub_sin_cos_aux prec (get_odd n) 2 1 (x * x))" using ub[OF odd_pos[OF get_odd] get_odd] .

   moreover have "real (x * lb_sin_cos_aux prec (get_even n) 2 1 (x * x)) \<le> sin (real x)"

   proof (cases "0 < get_even n")

     case True show ?thesis using lb[OF True get_even] .

   next

     case False

     hence "get_even n = 0" by auto

     with `real x \<le> pi / 2` `0 \<le> real x`

     show ?thesis unfolding `get_even n = 0` ub_sin_cos_aux.simps real_of_float_minus real_of_float_0 using sin_ge_zero by auto

   qed

   ultimately show ?thesis by auto

 next

   case True

   show ?thesis

   proof (cases "n = 0")

     case True

     thus ?thesis unfolding `n = 0` get_even_def get_odd_def using `real x = 0` lapprox_rat[where x="-1" and y=1] by auto

   next

     case False with not0_implies_Suc obtain m where "n = Suc m" by blast

     thus ?thesis unfolding `n = Suc m` get_even_def get_odd_def using `real x = 0` rapprox_rat[where x=1 and y=1] lapprox_rat[where x=1 and y=1] by (cases "even (Suc m)", auto)

   qed

 qed

 subsection "Compute the cosinus in the entire domain"

 definition lb_cos :: "nat \<Rightarrow> float \<Rightarrow> float" where

 "lb_cos prec x = (let

     horner = \<lambda> x. lb_sin_cos_aux prec (get_even (prec div 4 + 1)) 1 1 (x * x) ;

     half = \<lambda> x. if x < 0 then - 1 else Float 1 1 * x * x - 1

   in if x < Float 1 -1 then horner x

 else if x < 1          then half (horner (x * Float 1 -1))

                        else half (half (horner (x * Float 1 -2))))"

 definition ub_cos :: "nat \<Rightarrow> float \<Rightarrow> float" where

 "ub_cos prec x = (let

     horner = \<lambda> x. ub_sin_cos_aux prec (get_odd (prec div 4 + 1)) 1 1 (x * x) ;

     half = \<lambda> x. Float 1 1 * x * x - 1

   in if x < Float 1 -1 then horner x

 else if x < 1          then half (horner (x * Float 1 -1))

                        else half (half (horner (x * Float 1 -2))))"

 lemma lb_cos: assumes "0 \<le> real x" and "real x \<le> pi"

   shows "cos (real x) \<in> {real (lb_cos prec x) .. real (ub_cos prec x)}" (is "?cos x \<in> { real (?lb x) .. real (?ub x) }")

 proof -

   { fix x :: real

     have "cos x = cos (x / 2 + x / 2)" by auto

     also have "\<dots> = cos (x / 2) * cos (x / 2) + sin (x / 2) * sin (x / 2) - sin (x / 2) * sin (x / 2) + cos (x / 2) * cos (x / 2) - 1"

       unfolding cos_add by auto

     also have "\<dots> = 2 * cos (x / 2) * cos (x / 2) - 1" by algebra

     finally have "cos x = 2 * cos (x / 2) * cos (x / 2) - 1" .

   } note x_half = this[symmetric]

   have "\<not> x < 0" using `0 \<le> real x` unfolding less_float_def by auto

   let "?ub_horner x" = "ub_sin_cos_aux prec (get_odd (prec div 4 + 1)) 1 1 (x * x)"

   let "?lb_horner x" = "lb_sin_cos_aux prec (get_even (prec div 4 + 1)) 1 1 (x * x)"

   let "?ub_half x" = "Float 1 1 * x * x - 1"

   let "?lb_half x" = "if x < 0 then - 1 else Float 1 1 * x * x - 1"

   show ?thesis

   proof (cases "x < Float 1 -1")

     case True hence "real x \<le> pi / 2" unfolding less_float_def using pi_ge_two by auto

     show ?thesis unfolding lb_cos_def[where x=x] ub_cos_def[where x=x] if_not_P[OF `\<not> x < 0`] if_P[OF `x < Float 1 -1`] Let_def

       using cos_boundaries[OF `0 \<le> real x` `real x \<le> pi / 2`] .

   next

     case False

     { fix y x :: float let ?x2 = "real (x * Float 1 -1)"

       assume "real y \<le> cos ?x2" and "-pi \<le> real x" and "real x \<le> pi"

       hence "- (pi / 2) \<le> ?x2" and "?x2 \<le> pi / 2" using pi_ge_two unfolding real_of_float_mult Float_num by auto

       hence "0 \<le> cos ?x2" by (rule cos_ge_zero)

       have "real (?lb_half y) \<le> cos (real x)"

       proof (cases "y < 0")

         case True show ?thesis using cos_ge_minus_one unfolding if_P[OF True] by auto

       next

         case False

         hence "0 \<le> real y" unfolding less_float_def by auto

         from mult_mono[OF `real y \<le> cos ?x2` `real y \<le> cos ?x2` `0 \<le> cos ?x2` this]

         have "real y * real y \<le> cos ?x2 * cos ?x2" .

         hence "2 * real y * real y \<le> 2 * cos ?x2 * cos ?x2" by auto

         hence "2 * real y * real y - 1 \<le> 2 * cos (real x / 2) * cos (real x / 2) - 1" unfolding Float_num real_of_float_mult by auto

         thus ?thesis unfolding if_not_P[OF False] x_half Float_num real_of_float_mult real_of_float_sub by auto

       qed

     } note lb_half = this

     { fix y x :: float let ?x2 = "real (x * Float 1 -1)"

       assume ub: "cos ?x2 \<le> real y" and "- pi \<le> real x" and "real x \<le> pi"

       hence "- (pi / 2) \<le> ?x2" and "?x2 \<le> pi / 2" using pi_ge_two unfolding real_of_float_mult Float_num by auto

       hence "0 \<le> cos ?x2" by (rule cos_ge_zero)

       have "cos (real x) \<le> real (?ub_half y)"

       proof -

         have "0 \<le> real y" using `0 \<le> cos ?x2` ub by (rule order_trans)

         from mult_mono[OF ub ub this `0 \<le> cos ?x2`]

         have "cos ?x2 * cos ?x2 \<le> real y * real y" .

         hence "2 * cos ?x2 * cos ?x2 \<le> 2 * real y * real y" by auto

         hence "2 * cos (real x / 2) * cos (real x / 2) - 1 \<le> 2 * real y * real y - 1" unfolding Float_num real_of_float_mult by auto

         thus ?thesis unfolding x_half real_of_float_mult Float_num real_of_float_sub by auto

       qed

     } note ub_half = this

     let ?x2 = "x * Float 1 -1"

     let ?x4 = "x * Float 1 -1 * Float 1 -1"

     have "-pi \<le> real x" using pi_ge_zero[THEN le_imp_neg_le, unfolded minus_zero] `0 \<le> real x` by (rule order_trans)

     show ?thesis

     proof (cases "x < 1")

       case True hence "real x \<le> 1" unfolding less_float_def by auto

       have "0 \<le> real ?x2" and "real ?x2 \<le> pi / 2" using pi_ge_two `0 \<le> real x` unfolding real_of_float_mult Float_num using assms by auto

       from cos_boundaries[OF this]

       have lb: "real (?lb_horner ?x2) \<le> ?cos ?x2" and ub: "?cos ?x2 \<le> real (?ub_horner ?x2)" by auto

       have "real (?lb x) \<le> ?cos x"

       proof -

         from lb_half[OF lb `-pi \<le> real x` `real x \<le> pi`]

         show ?thesis unfolding lb_cos_def[where x=x] Let_def using `\<not> x < 0` `\<not> x < Float 1 -1` `x < 1` by auto

       qed

       moreover have "?cos x \<le> real (?ub x)"

       proof -

         from ub_half[OF ub `-pi \<le> real x` `real x \<le> pi`]

         show ?thesis unfolding ub_cos_def[where x=x] Let_def using `\<not> x < 0` `\<not> x < Float 1 -1` `x < 1` by auto

       qed

       ultimately show ?thesis by auto

     next

       case False

       have "0 \<le> real ?x4" and "real ?x4 \<le> pi / 2" using pi_ge_two `0 \<le> real x` `real x \<le> pi` unfolding real_of_float_mult Float_num by auto

       from cos_boundaries[OF this]

       have lb: "real (?lb_horner ?x4) \<le> ?cos ?x4" and ub: "?cos ?x4 \<le> real (?ub_horner ?x4)" by auto

       have eq_4: "?x2 * Float 1 -1 = x * Float 1 -2" by (cases x, auto simp add: times_float.simps)

       have "real (?lb x) \<le> ?cos x"

       proof -

         have "-pi \<le> real ?x2" and "real ?x2 \<le> pi" unfolding real_of_float_mult Float_num using pi_ge_two `0 \<le> real x` `real x \<le> pi` by auto

         from lb_half[OF lb_half[OF lb this] `-pi \<le> real x` `real x \<le> pi`, unfolded eq_4]

         show ?thesis unfolding lb_cos_def[where x=x] if_not_P[OF `\<not> x < 0`] if_not_P[OF `\<not> x < Float 1 -1`] if_not_P[OF `\<not> x < 1`] Let_def .

       qed

       moreover have "?cos x \<le> real (?ub x)"

       proof -

         have "-pi \<le> real ?x2" and "real ?x2 \<le> pi" unfolding real_of_float_mult Float_num using pi_ge_two `0 \<le> real x` `real x \<le> pi` by auto

         from ub_half[OF ub_half[OF ub this] `-pi \<le> real x` `real x \<le> pi`, unfolded eq_4]

         show ?thesis unfolding ub_cos_def[where x=x] if_not_P[OF `\<not> x < 0`] if_not_P[OF `\<not> x < Float 1 -1`] if_not_P[OF `\<not> x < 1`] Let_def .

       qed

       ultimately show ?thesis by auto

     qed

   qed

 qed

 lemma lb_cos_minus: assumes "-pi \<le> real x" and "real x \<le> 0"

   shows "cos (real (-x)) \<in> {real (lb_cos prec (-x)) .. real (ub_cos prec (-x))}"

 proof -

   have "0 \<le> real (-x)" and "real (-x) \<le> pi" using `-pi \<le> real x` `real x \<le> 0` by auto

   from lb_cos[OF this] show ?thesis .

 qed

 definition bnds_cos :: "nat \<Rightarrow> float \<Rightarrow> float \<Rightarrow> float * float" where

 "bnds_cos prec lx ux = (let

     lpi = round_down prec (lb_pi prec) ;

     upi = round_up prec (ub_pi prec) ;

     k = floor_fl (float_divr prec (lx + lpi) (2 * lpi)) ;

     lx = lx - k * 2 * (if k < 0 then lpi else upi) ;

     ux = ux - k * 2 * (if k < 0 then upi else lpi)

   in   if - lpi \<le> lx \<and> ux \<le> 0    then (lb_cos prec (-lx), ub_cos prec (-ux))

   else if 0 \<le> lx \<and> ux \<le> lpi      then (lb_cos prec ux, ub_cos prec lx)

   else if - lpi \<le> lx \<and> ux \<le> lpi  then (min (lb_cos prec (-lx)) (lb_cos prec ux), Float 1 0)

   else if 0 \<le> lx \<and> ux \<le> 2 * lpi  then (Float -1 0, max (ub_cos prec lx) (ub_cos prec (- (ux - 2 * lpi))))

   else if -2 * lpi \<le> lx \<and> ux \<le> 0 then (Float -1 0, max (ub_cos prec (lx + 2 * lpi)) (ub_cos prec (-ux)))

                                  else (Float -1 0, Float 1 0))"

 lemma floor_int:

   obtains k :: int where "real k = real (floor_fl f)"

 proof -

   assume *: "\<And> k :: int. real k = real (floor_fl f) \<Longrightarrow> thesis"

   obtain m e where fl: "Float m e = floor_fl f" by (cases "floor_fl f", auto)

   from floor_pos_exp[OF this]

   have "real (m* 2^(nat e)) = real (floor_fl f)"

     by (auto simp add: fl[symmetric] real_of_float_def pow2_def)

   from *[OF this] show thesis by blast

 qed

 lemma float_remove_real_numeral[simp]: "real (number_of k :: float) = number_of k"

 proof -

   have "real (number_of k :: float) = real k"

     unfolding number_of_float_def real_of_float_def pow2_def by auto

   also have "\<dots> = real (number_of k :: int)"

     by (simp add: number_of_is_id)

   finally show ?thesis by auto

 qed

 lemma cos_periodic_nat[simp]: fixes n :: nat shows "cos (x + real n * 2 * pi) = cos x"

 proof (induct n arbitrary: x)

   case (Suc n)

   have split_pi_off: "x + real (Suc n) * 2 * pi = (x + real n * 2 * pi) + 2 * pi"

     unfolding Suc_eq_plus1 real_of_nat_add real_of_one left_distrib by auto

   show ?case unfolding split_pi_off using Suc by auto

 qed auto

 lemma cos_periodic_int[simp]: fixes i :: int shows "cos (x + real i * 2 * pi) = cos x"

 proof (cases "0 \<le> i")

   case True hence i_nat: "real i = real (nat i)" by auto

   show ?thesis unfolding i_nat by auto

 next

   case False hence i_nat: "real i = - real (nat (-i))" by auto

   have "cos x = cos (x + real i * 2 * pi - real i * 2 * pi)" by auto

   also have "\<dots> = cos (x + real i * 2 * pi)"

     unfolding i_nat mult_minus_left diff_minus_eq_add by (rule cos_periodic_nat)

   finally show ?thesis by auto

 qed

 lemma bnds_cos: "\<forall> x lx ux. (l, u) = bnds_cos prec lx ux \<and> x \<in> {real lx .. real ux} \<longrightarrow> real l \<le> cos x \<and> cos x \<le> real u"

 proof ((rule allI | rule impI | erule conjE) +)

   fix x lx ux

   assume bnds: "(l, u) = bnds_cos prec lx ux" and x: "x \<in> {real lx .. real ux}"

   let ?lpi = "round_down prec (lb_pi prec)"

   let ?upi = "round_up prec (ub_pi prec)"

   let ?k = "floor_fl (float_divr prec (lx + ?lpi) (2 * ?lpi))"

   let ?lx = "lx - ?k * 2 * (if ?k < 0 then ?lpi else ?upi)"

   let ?ux = "ux - ?k * 2 * (if ?k < 0 then ?upi else ?lpi)"

   obtain k :: int where k: "real k = real ?k" using floor_int .

   have upi: "pi \<le> real ?upi" and lpi: "real ?lpi \<le> pi"

     using round_up[of "ub_pi prec" prec] pi_boundaries[of prec]

           round_down[of prec "lb_pi prec"] by auto

   hence "real ?lx \<le> x - real k * 2 * pi \<and> x - real k * 2 * pi \<le> real ?ux"

     using x by (cases "k = 0") (auto intro!: add_mono

                 simp add: diff_minus k[symmetric] less_float_def)

   note lx = this[THEN conjunct1] and ux = this[THEN conjunct2]

   hence lx_less_ux: "real ?lx \<le> real ?ux" by (rule order_trans)

   { assume "- ?lpi \<le> ?lx" and x_le_0: "x - real k * 2 * pi \<le> 0"

     with lpi[THEN le_imp_neg_le] lx

     have pi_lx: "- pi \<le> real ?lx" and lx_0: "real ?lx \<le> 0"

       by (simp_all add: le_float_def)

     have "real (lb_cos prec (- ?lx)) \<le> cos (real (- ?lx))"

       using lb_cos_minus[OF pi_lx lx_0] by simp

     also have "\<dots> \<le> cos (x + real (-k) * 2 * pi)"

       using cos_monotone_minus_pi_0'[OF pi_lx lx x_le_0]

       by (simp only: real_of_float_minus real_of_int_minus

         cos_minus diff_minus mult_minus_left)

     finally have "real (lb_cos prec (- ?lx)) \<le> cos x"

       unfolding cos_periodic_int . }

   note negative_lx = this

   { assume "0 \<le> ?lx" and pi_x: "x - real k * 2 * pi \<le> pi"

     with lx

     have pi_lx: "real ?lx \<le> pi" and lx_0: "0 \<le> real ?lx"

       by (auto simp add: le_float_def)

     have "cos (x + real (-k) * 2 * pi) \<le> cos (real ?lx)"

       using cos_monotone_0_pi'[OF lx_0 lx pi_x]

       by (simp only: real_of_float_minus real_of_int_minus

         cos_minus diff_minus mult_minus_left)

     also have "\<dots> \<le> real (ub_cos prec ?lx)"

       using lb_cos[OF lx_0 pi_lx] by simp

     finally have "cos x \<le> real (ub_cos prec ?lx)"

       unfolding cos_periodic_int . }

   note positive_lx = this

   { assume pi_x: "- pi \<le> x - real k * 2 * pi" and "?ux \<le> 0"

     with ux

     have pi_ux: "- pi \<le> real ?ux" and ux_0: "real ?ux \<le> 0"

       by (simp_all add: le_float_def)

     have "cos (x + real (-k) * 2 * pi) \<le> cos (real (- ?ux))"

       using cos_monotone_minus_pi_0'[OF pi_x ux ux_0]

       by (simp only: real_of_float_minus real_of_int_minus

           cos_minus diff_minus mult_minus_left)

     also have "\<dots> \<le> real (ub_cos prec (- ?ux))"

       using lb_cos_minus[OF pi_ux ux_0, of prec] by simp

     finally have "cos x \<le> real (ub_cos prec (- ?ux))"

       unfolding cos_periodic_int . }

   note negative_ux = this

   { assume "?ux \<le> ?lpi" and x_ge_0: "0 \<le> x - real k * 2 * pi"

     with lpi ux

     have pi_ux: "real ?ux \<le> pi" and ux_0: "0 \<le> real ?ux"

       by (simp_all add: le_float_def)

     have "real (lb_cos prec ?ux) \<le> cos (real ?ux)"

       using lb_cos[OF ux_0 pi_ux] by simp

     also have "\<dots> \<le> cos (x + real (-k) * 2 * pi)"

       using cos_monotone_0_pi'[OF x_ge_0 ux pi_ux]

       by (simp only: real_of_float_minus real_of_int_minus

         cos_minus diff_minus mult_minus_left)

     finally have "real (lb_cos prec ?ux) \<le> cos x"

       unfolding cos_periodic_int . }

   note positive_ux = this

   show "real l \<le> cos x \<and> cos x \<le> real u"

   proof (cases "- ?lpi \<le> ?lx \<and> ?ux \<le> 0")

     case True with bnds

     have l: "l = lb_cos prec (-?lx)"

       and u: "u = ub_cos prec (-?ux)"

       by (auto simp add: bnds_cos_def Let_def)

     from True lpi[THEN le_imp_neg_le] lx ux

     have "- pi \<le> x - real k * 2 * pi"

       and "x - real k * 2 * pi \<le> 0"

       by (auto simp add: le_float_def)

     with True negative_ux negative_lx

     show ?thesis unfolding l u by simp

   next case False note 1 = this show ?thesis

   proof (cases "0 \<le> ?lx \<and> ?ux \<le> ?lpi")

     case True with bnds 1

     have l: "l = lb_cos prec ?ux"

       and u: "u = ub_cos prec ?lx"

       by (auto simp add: bnds_cos_def Let_def)

     from True lpi lx ux

     have "0 \<le> x - real k * 2 * pi"

       and "x - real k * 2 * pi \<le> pi"

       by (auto simp add: le_float_def)

     with True positive_ux positive_lx

     show ?thesis unfolding l u by simp

   next case False note 2 = this show ?thesis

   proof (cases "- ?lpi \<le> ?lx \<and> ?ux \<le> ?lpi")

     case True note Cond = this with bnds 1 2

     have l: "l = min (lb_cos prec (-?lx)) (lb_cos prec ?ux)"

       and u: "u = Float 1 0"

       by (auto simp add: bnds_cos_def Let_def)

     show ?thesis unfolding u l using negative_lx positive_ux Cond

       by (cases "x - real k * 2 * pi < 0", simp_all add: real_of_float_min)

   next case False note 3 = this show ?thesis

   proof (cases "0 \<le> ?lx \<and> ?ux \<le> 2 * ?lpi")

     case True note Cond = this with bnds 1 2 3

     have l: "l = Float -1 0"

       and u: "u = max (ub_cos prec ?lx) (ub_cos prec (- (?ux - 2 * ?lpi)))"

       by (auto simp add: bnds_cos_def Let_def)

     have "cos x \<le> real u"

     proof (cases "x - real k * 2 * pi < pi")

       case True hence "x - real k * 2 * pi \<le> pi" by simp

       from positive_lx[OF Cond[THEN conjunct1] this]

       show ?thesis unfolding u by (simp add: real_of_float_max)

     next

       case False hence "pi \<le> x - real k * 2 * pi" by simp

       hence pi_x: "- pi \<le> x - real k * 2 * pi - 2 * pi" by simp

       have "real ?ux \<le> 2 * pi" using Cond lpi by (auto simp add: le_float_def)

       hence "x - real k * 2 * pi - 2 * pi \<le> 0" using ux by simp

       have ux_0: "real (?ux - 2 * ?lpi) \<le> 0"

         using Cond by (auto simp add: le_float_def)

       from 2 and Cond have "\<not> ?ux \<le> ?lpi" by auto

       hence "- ?lpi \<le> ?ux - 2 * ?lpi" by (auto simp add: le_float_def)

       hence pi_ux: "- pi \<le> real (?ux - 2 * ?lpi)"

         using lpi[THEN le_imp_neg_le] by (auto simp add: le_float_def)

       have x_le_ux: "x - real k * 2 * pi - 2 * pi \<le> real (?ux - 2 * ?lpi)"

         using ux lpi by auto

       have "cos x = cos (x + real (-k) * 2 * pi + real (-1 :: int) * 2 * pi)"

         unfolding cos_periodic_int ..

       also have "\<dots> \<le> cos (real (?ux - 2 * ?lpi))"

         using cos_monotone_minus_pi_0'[OF pi_x x_le_ux ux_0]

         by (simp only: real_of_float_minus real_of_int_minus real_of_one

             number_of_Min diff_minus mult_minus_left mult_1_left)

       also have "\<dots> = cos (real (- (?ux - 2 * ?lpi)))"

         unfolding real_of_float_minus cos_minus ..

       also have "\<dots> \<le> real (ub_cos prec (- (?ux - 2 * ?lpi)))"

         using lb_cos_minus[OF pi_ux ux_0] by simp

       finally show ?thesis unfolding u by (simp add: real_of_float_max)

     qed

     thus ?thesis unfolding l by auto

   next case False note 4 = this show ?thesis

   proof (cases "-2 * ?lpi \<le> ?lx \<and> ?ux \<le> 0")

     case True note Cond = this with bnds 1 2 3 4

     have l: "l = Float -1 0"

       and u: "u = max (ub_cos prec (?lx + 2 * ?lpi)) (ub_cos prec (-?ux))"

       by (auto simp add: bnds_cos_def Let_def)

     have "cos x \<le> real u"

     proof (cases "-pi < x - real k * 2 * pi")

       case True hence "-pi \<le> x - real k * 2 * pi" by simp

       from negative_ux[OF this Cond[THEN conjunct2]]

       show ?thesis unfolding u by (simp add: real_of_float_max)

     next

       case False hence "x - real k * 2 * pi \<le> -pi" by simp

       hence pi_x: "x - real k * 2 * pi + 2 * pi \<le> pi" by simp

       have "-2 * pi \<le> real ?lx" using Cond lpi by (auto simp add: le_float_def)

       hence "0 \<le> x - real k * 2 * pi + 2 * pi" using lx by simp

       have lx_0: "0 \<le> real (?lx + 2 * ?lpi)"

         using Cond lpi by (auto simp add: le_float_def)

       from 1 and Cond have "\<not> -?lpi \<le> ?lx" by auto

       hence "?lx + 2 * ?lpi \<le> ?lpi" by (auto simp add: le_float_def)

       hence pi_lx: "real (?lx + 2 * ?lpi) \<le> pi"

         using lpi[THEN le_imp_neg_le] by (auto simp add: le_float_def)

       have lx_le_x: "real (?lx + 2 * ?lpi) \<le> x - real k * 2 * pi + 2 * pi"

         using lx lpi by auto

       have "cos x = cos (x + real (-k) * 2 * pi + real (1 :: int) * 2 * pi)"

         unfolding cos_periodic_int ..

       also have "\<dots> \<le> cos (real (?lx + 2 * ?lpi))"

         using cos_monotone_0_pi'[OF lx_0 lx_le_x pi_x]

         by (simp only: real_of_float_minus real_of_int_minus real_of_one

           number_of_Min diff_minus mult_minus_left mult_1_left)

       also have "\<dots> \<le> real (ub_cos prec (?lx + 2 * ?lpi))"

         using lb_cos[OF lx_0 pi_lx] by simp

       finally show ?thesis unfolding u by (simp add: real_of_float_max)

     qed

     thus ?thesis unfolding l by auto

   next

     case False with bnds 1 2 3 4 show ?thesis by (auto simp add: bnds_cos_def Let_def)

   qed qed qed qed qed

 qed

 section "Exponential function"

 subsection "Compute the series of the exponential function"

 fun ub_exp_horner :: "nat \<Rightarrow> nat \<Rightarrow> nat \<Rightarrow> nat \<Rightarrow> float \<Rightarrow> float" and lb_exp_horner :: "nat \<Rightarrow> nat \<Rightarrow> nat \<Rightarrow> nat \<Rightarrow> float \<Rightarrow> float" where

 "ub_exp_horner prec 0 i k x       = 0" |

 "ub_exp_horner prec (Suc n) i k x = rapprox_rat prec 1 (int k) + x * lb_exp_horner prec n (i + 1) (k * i) x" |

 "lb_exp_horner prec 0 i k x       = 0" |

 "lb_exp_horner prec (Suc n) i k x = lapprox_rat prec 1 (int k) + x * ub_exp_horner prec n (i + 1) (k * i) x"

 lemma bnds_exp_horner: assumes "real x \<le> 0"

   shows "exp (real x) \<in> { real (lb_exp_horner prec (get_even n) 1 1 x) .. real (ub_exp_horner prec (get_odd n) 1 1 x) }"

 proof -

   { fix n

     have F: "\<And> m. ((\<lambda>i. i + 1) ^^ n) m = n + m" by (induct n, auto)

     have "fact (Suc n) = fact n * ((\<lambda>i. i + 1) ^^ n) 1" unfolding F by auto } note f_eq = this

   note bounds = horner_bounds_nonpos[where f="fact" and lb="lb_exp_horner prec" and ub="ub_exp_horner prec" and j'=0 and s=1,

     OF assms f_eq lb_exp_horner.simps ub_exp_horner.simps]

   { have "real (lb_exp_horner prec (get_even n) 1 1 x) \<le> (\<Sum>j = 0..<get_even n. 1 / real (fact j) * real x ^ j)"

       using bounds(1) by auto

     also have "\<dots> \<le> exp (real x)"

     proof -

       obtain t where "\<bar>t\<bar> \<le> \<bar>real x\<bar>" and "exp (real x) = (\<Sum>m = 0..<get_even n. (real x) ^ m / real (fact m)) + exp t / real (fact (get_even n)) * (real x) ^ (get_even n)"

         using Maclaurin_exp_le by blast

       moreover have "0 \<le> exp t / real (fact (get_even n)) * (real x) ^ (get_even n)"

         by (auto intro!: mult_nonneg_nonneg divide_nonneg_pos simp add: get_even zero_le_even_power exp_gt_zero)

       ultimately show ?thesis

         using get_odd exp_gt_zero by (auto intro!: mult_nonneg_nonneg)

     qed

     finally have "real (lb_exp_horner prec (get_even n) 1 1 x) \<le> exp (real x)" .

   } moreover

   {

     have x_less_zero: "real x ^ get_odd n \<le> 0"

     proof (cases "real x = 0")

       case True

       have "(get_odd n) \<noteq> 0" using get_odd[THEN odd_pos] by auto

       thus ?thesis unfolding True power_0_left by auto

     next

       case False hence "real x < 0" using `real x \<le> 0` by auto

       show ?thesis by (rule less_imp_le, auto simp add: power_less_zero_eq get_odd `real x < 0`)

     qed

     obtain t where "\<bar>t\<bar> \<le> \<bar>real x\<bar>" and "exp (real x) = (\<Sum>m = 0..<get_odd n. (real x) ^ m / real (fact m)) + exp t / real (fact (get_odd n)) * (real x) ^ (get_odd n)"

       using Maclaurin_exp_le by blast

     moreover have "exp t / real (fact (get_odd n)) * (real x) ^ (get_odd n) \<le> 0"

       by (auto intro!: mult_nonneg_nonpos divide_nonpos_pos simp add: x_less_zero exp_gt_zero)

     ultimately have "exp (real x) \<le> (\<Sum>j = 0..<get_odd n. 1 / real (fact j) * real x ^ j)"

       using get_odd exp_gt_zero by (auto intro!: mult_nonneg_nonneg)

     also have "\<dots> \<le> real (ub_exp_horner prec (get_odd n) 1 1 x)"

       using bounds(2) by auto

     finally have "exp (real x) \<le> real (ub_exp_horner prec (get_odd n) 1 1 x)" .

   } ultimately show ?thesis by auto

 qed

 subsection "Compute the exponential function on the entire domain"

 function ub_exp :: "nat \<Rightarrow> float \<Rightarrow> float" and lb_exp :: "nat \<Rightarrow> float \<Rightarrow> float" where

 "lb_exp prec x = (if 0 < x then float_divl prec 1 (ub_exp prec (-x))

              else let

                 horner = (\<lambda> x. let  y = lb_exp_horner prec (get_even (prec + 2)) 1 1 x  in if y \<le> 0 then Float 1 -2 else y)

              in if x < - 1 then (case floor_fl x of (Float m e) \<Rightarrow> (horner (float_divl prec x (- Float m e))) ^ (nat (-m) * 2 ^ nat e))

                            else horner x)" |

 "ub_exp prec x = (if 0 < x    then float_divr prec 1 (lb_exp prec (-x))

              else if x < - 1  then (case floor_fl x of (Float m e) \<Rightarrow>

                                     (ub_exp_horner prec (get_odd (prec + 2)) 1 1 (float_divr prec x (- Float m e))) ^ (nat (-m) * 2 ^ nat e))

                               else ub_exp_horner prec (get_odd (prec + 2)) 1 1 x)"

 by pat_completeness auto

 termination by (relation "measure (\<lambda> v. let (prec, x) = sum_case id id v in (if 0 < x then 1 else 0))", auto simp add: less_float_def)

 lemma exp_m1_ge_quarter: "(1 / 4 :: real) \<le> exp (- 1)"

 proof -

   have eq4: "4 = Suc (Suc (Suc (Suc 0)))" by auto

   have "1 / 4 = real (Float 1 -2)" unfolding Float_num by auto

   also have "\<dots> \<le> real (lb_exp_horner 1 (get_even 4) 1 1 (- 1))"

     unfolding get_even_def eq4

     by (auto simp add: lapprox_posrat_def rapprox_posrat_def normfloat.simps)

   also have "\<dots> \<le> exp (real (- 1 :: float))" using bnds_exp_horner[where x="- 1"] by auto

   finally show ?thesis unfolding real_of_float_minus real_of_float_1 .

 qed

 lemma lb_exp_pos: assumes "\<not> 0 < x" shows "0 < lb_exp prec x"

 proof -

   let "?lb_horner x" = "lb_exp_horner prec (get_even (prec + 2)) 1 1 x"

   let "?horner x" = "let  y = ?lb_horner x  in if y \<le> 0 then Float 1 -2 else y"

   have pos_horner: "\<And> x. 0 < ?horner x" unfolding Let_def by (cases "?lb_horner x \<le> 0", auto simp add: le_float_def less_float_def)

   moreover { fix x :: float fix num :: nat

     have "0 < real (?horner x) ^ num" using `0 < ?horner x`[unfolded less_float_def real_of_float_0] by (rule zero_less_power)

     also have "\<dots> = real ((?horner x) ^ num)" using float_power by auto

     finally have "0 < real ((?horner x) ^ num)" .

   }

   ultimately show ?thesis

     unfolding lb_exp.simps if_not_P[OF `\<not> 0 < x`] Let_def

     by (cases "floor_fl x", cases "x < - 1", auto simp add: float_power le_float_def less_float_def)

 qed

 lemma exp_boundaries': assumes "x \<le> 0"

   shows "exp (real x) \<in> { real (lb_exp prec x) .. real (ub_exp prec x)}"

 proof -

   let "?lb_exp_horner x" = "lb_exp_horner prec (get_even (prec + 2)) 1 1 x"

   let "?ub_exp_horner x" = "ub_exp_horner prec (get_odd (prec + 2)) 1 1 x"

   have "real x \<le> 0" and "\<not> x > 0" using `x \<le> 0` unfolding le_float_def less_float_def by auto

   show ?thesis

   proof (cases "x < - 1")

     case False hence "- 1 \<le> real x" unfolding less_float_def by auto

     show ?thesis

     proof (cases "?lb_exp_horner x \<le> 0")

       from `\<not> x < - 1` have "- 1 \<le> real x" unfolding less_float_def by auto

       hence "exp (- 1) \<le> exp (real x)" unfolding exp_le_cancel_iff .

       from order_trans[OF exp_m1_ge_quarter this]

       have "real (Float 1 -2) \<le> exp (real x)" unfolding Float_num .

       moreover case True

       ultimately show ?thesis using bnds_exp_horner `real x \<le> 0` `\<not> x > 0` `\<not> x < - 1` by auto

     next

       case False thus ?thesis using bnds_exp_horner `real x \<le> 0` `\<not> x > 0` `\<not> x < - 1` by (auto simp add: Let_def)

     qed

   next

     case True

     obtain m e where Float_floor: "floor_fl x = Float m e" by (cases "floor_fl x", auto)

     let ?num = "nat (- m) * 2 ^ nat e"

     have "real (floor_fl x) < - 1" using floor_fl `x < - 1` unfolding le_float_def less_float_def real_of_float_minus real_of_float_1 by (rule order_le_less_trans)

     hence "real (floor_fl x) < 0" unfolding Float_floor real_of_float_simp using zero_less_pow2[of xe] by auto

     hence "m < 0"

       unfolding less_float_def real_of_float_0 Float_floor real_of_float_simp

       unfolding pos_prod_lt[OF zero_less_pow2[of e], unfolded mult_commute] by auto

     hence "1 \<le> - m" by auto

     hence "0 < nat (- m)" by auto

     moreover

     have "0 \<le> e" using floor_pos_exp Float_floor[symmetric] by auto

     hence "(0::nat) < 2 ^ nat e" by auto

     ultimately have "0 < ?num"  by auto

     hence "real ?num \<noteq> 0" by auto

     have e_nat: "int (nat e) = e" using `0 \<le> e` by auto

     have num_eq: "real ?num = real (- floor_fl x)" using `0 < nat (- m)`

       unfolding Float_floor real_of_float_minus real_of_float_simp real_of_nat_mult pow2_int[of "nat e", unfolded e_nat] real_of_nat_power by auto

     have "0 < - floor_fl x" using `0 < ?num`[unfolded real_of_nat_less_iff[symmetric]] unfolding less_float_def num_eq[symmetric] real_of_float_0 real_of_nat_zero .

     hence "real (floor_fl x) < 0" unfolding less_float_def by auto

     have "exp (real x) \<le> real (ub_exp prec x)"

     proof -

       have div_less_zero: "real (float_divr prec x (- floor_fl x)) \<le> 0"

         using float_divr_nonpos_pos_upper_bound[OF `x \<le> 0` `0 < - floor_fl x`] unfolding le_float_def real_of_float_0 .

       have "exp (real x) = exp (real ?num * (real x / real ?num))" using `real ?num \<noteq> 0` by auto

       also have "\<dots> = exp (real x / real ?num) ^ ?num" unfolding exp_real_of_nat_mult ..

       also have "\<dots> \<le> exp (real (float_divr prec x (- floor_fl x))) ^ ?num" unfolding num_eq

         by (rule power_mono, rule exp_le_cancel_iff[THEN iffD2], rule float_divr) auto

       also have "\<dots> \<le> real ((?ub_exp_horner (float_divr prec x (- floor_fl x))) ^ ?num)" unfolding float_power

         by (rule power_mono, rule bnds_exp_horner[OF div_less_zero, unfolded atLeastAtMost_iff, THEN conjunct2], auto)

       finally show ?thesis unfolding ub_exp.simps if_not_P[OF `\<not> 0 < x`] if_P[OF `x < - 1`] float.cases Float_floor Let_def .

     qed

     moreover

     have "real (lb_exp prec x) \<le> exp (real x)"

     proof -

       let ?divl = "float_divl prec x (- Float m e)"

       let ?horner = "?lb_exp_horner ?divl"

       show ?thesis

       proof (cases "?horner \<le> 0")

         case False hence "0 \<le> real ?horner" unfolding le_float_def by auto

         have div_less_zero: "real (float_divl prec x (- floor_fl x)) \<le> 0"

           using `real (floor_fl x) < 0` `real x \<le> 0` by (auto intro!: order_trans[OF float_divl] divide_nonpos_neg)

         have "real ((?lb_exp_horner (float_divl prec x (- floor_fl x))) ^ ?num) \<le>

           exp (real (float_divl prec x (- floor_fl x))) ^ ?num" unfolding float_power

           using `0 \<le> real ?horner`[unfolded Float_floor[symmetric]] bnds_exp_horner[OF div_less_zero, unfolded atLeastAtMost_iff, THEN conjunct1] by (auto intro!: power_mono)

         also have "\<dots> \<le> exp (real x / real ?num) ^ ?num" unfolding num_eq

           using float_divl by (auto intro!: power_mono simp del: real_of_float_minus)

         also have "\<dots> = exp (real ?num * (real x / real ?num))" unfolding exp_real_of_nat_mult ..

         also have "\<dots> = exp (real x)" using `real ?num \<noteq> 0` by auto

         finally show ?thesis

           unfolding lb_exp.simps if_not_P[OF `\<not> 0 < x`] if_P[OF `x < - 1`] float.cases Float_floor Let_def if_not_P[OF False] by auto

       next

         case True

         have "real (floor_fl x) \<noteq> 0" and "real (floor_fl x) \<le> 0" using `real (floor_fl x) < 0` by auto

         from divide_right_mono_neg[OF floor_fl[of x] `real (floor_fl x) \<le> 0`, unfolded divide_self[OF `real (floor_fl x) \<noteq> 0`]]

         have "- 1 \<le> real x / real (- floor_fl x)" unfolding real_of_float_minus by auto

         from order_trans[OF exp_m1_ge_quarter this[unfolded exp_le_cancel_iff[where x="- 1", symmetric]]]

         have "real (Float 1 -2) \<le> exp (real x / real (- floor_fl x))" unfolding Float_num .

         hence "real (Float 1 -2) ^ ?num \<le> exp (real x / real (- floor_fl x)) ^ ?num"

           by (auto intro!: power_mono simp add: Float_num)

         also have "\<dots> = exp (real x)" unfolding num_eq exp_real_of_nat_mult[symmetric] using `real (floor_fl x) \<noteq> 0` by auto

         finally show ?thesis

           unfolding lb_exp.simps if_not_P[OF `\<not> 0 < x`] if_P[OF `x < - 1`] float.cases Float_floor Let_def if_P[OF True] float_power .

       qed

     qed

     ultimately show ?thesis by auto

   qed

 qed

 lemma exp_boundaries: "exp (real x) \<in> { real (lb_exp prec x) .. real (ub_exp prec x)}"

 proof -

   show ?thesis

   proof (cases "0 < x")

     case False hence "x \<le> 0" unfolding less_float_def le_float_def by auto

     from exp_boundaries'[OF this] show ?thesis .

   next

     case True hence "-x \<le> 0" unfolding less_float_def le_float_def by auto

     have "real (lb_exp prec x) \<le> exp (real x)"

     proof -

       from exp_boundaries'[OF `-x \<le> 0`]

       have ub_exp: "exp (- real x) \<le> real (ub_exp prec (-x))" unfolding atLeastAtMost_iff real_of_float_minus by auto

       have "real (float_divl prec 1 (ub_exp prec (-x))) \<le> 1 / real (ub_exp prec (-x))" using float_divl[where x=1] by auto

       also have "\<dots> \<le> exp (real x)"

         using ub_exp[unfolded inverse_le_iff_le[OF order_less_le_trans[OF exp_gt_zero ub_exp] exp_gt_zero, symmetric]]

         unfolding exp_minus nonzero_inverse_inverse_eq[OF exp_not_eq_zero] inverse_eq_divide by auto

       finally show ?thesis unfolding lb_exp.simps if_P[OF True] .

     qed

     moreover

     have "exp (real x) \<le> real (ub_exp prec x)"

     proof -

       have "\<not> 0 < -x" using `0 < x` unfolding less_float_def by auto

       from exp_boundaries'[OF `-x \<le> 0`]

       have lb_exp: "real (lb_exp prec (-x)) \<le> exp (- real x)" unfolding atLeastAtMost_iff real_of_float_minus by auto

       have "exp (real x) \<le> real (1 :: float) / real (lb_exp prec (-x))"

         using lb_exp[unfolded inverse_le_iff_le[OF exp_gt_zero lb_exp_pos[OF `\<not> 0 < -x`, unfolded less_float_def real_of_float_0],

                                                 symmetric]]

         unfolding exp_minus nonzero_inverse_inverse_eq[OF exp_not_eq_zero] inverse_eq_divide real_of_float_1 by auto

       also have "\<dots> \<le> real (float_divr prec 1 (lb_exp prec (-x)))" using float_divr .

       finally show ?thesis unfolding ub_exp.simps if_P[OF True] .

     qed

     ultimately show ?thesis by auto

   qed

 qed

 lemma bnds_exp: "\<forall> x lx ux. (l, u) = (lb_exp prec lx, ub_exp prec ux) \<and> x \<in> {real lx .. real ux} \<longrightarrow> real l \<le> exp x \<and> exp x \<le> real u"

 proof (rule allI, rule allI, rule allI, rule impI)

   fix x lx ux

   assume "(l, u) = (lb_exp prec lx, ub_exp prec ux) \<and> x \<in> {real lx .. real ux}"

   hence l: "lb_exp prec lx = l " and u: "ub_exp prec ux = u" and x: "x \<in> {real lx .. real ux}" by auto

   { from exp_boundaries[of lx prec, unfolded l]

     have "real l \<le> exp (real lx)" by (auto simp del: lb_exp.simps)

     also have "\<dots> \<le> exp x" using x by auto

     finally have "real l \<le> exp x" .

   } moreover

   { have "exp x \<le> exp (real ux)" using x by auto

     also have "\<dots> \<le> real u" using exp_boundaries[of ux prec, unfolded u] by (auto simp del: ub_exp.simps)

     finally have "exp x \<le> real u" .

   } ultimately show "real l \<le> exp x \<and> exp x \<le> real u" ..

 qed

 section "Logarithm"

 subsection "Compute the logarithm series"

 fun ub_ln_horner :: "nat \<Rightarrow> nat \<Rightarrow> nat \<Rightarrow> float \<Rightarrow> float"

 and lb_ln_horner :: "nat \<Rightarrow> nat \<Rightarrow> nat \<Rightarrow> float \<Rightarrow> float" where

 "ub_ln_horner prec 0 i x       = 0" |

 "ub_ln_horner prec (Suc n) i x = rapprox_rat prec 1 (int i) - x * lb_ln_horner prec n (Suc i) x" |

 "lb_ln_horner prec 0 i x       = 0" |

 "lb_ln_horner prec (Suc n) i x = lapprox_rat prec 1 (int i) - x * ub_ln_horner prec n (Suc i) x"

 lemma ln_bounds:

   assumes "0 \<le> x" and "x < 1"

   shows "(\<Sum>i=0..<2*n. -1^i * (1 / real (i + 1)) * x ^ (Suc i)) \<le> ln (x + 1)" (is "?lb")

   and "ln (x + 1) \<le> (\<Sum>i=0..<2*n + 1. -1^i * (1 / real (i + 1)) * x ^ (Suc i))" (is "?ub")

 proof -

   let "?a n" = "(1/real (n +1)) * x ^ (Suc n)"

   have ln_eq: "(\<Sum> i. -1^i * ?a i) = ln (x + 1)"

     using ln_series[of "x + 1"] `0 \<le> x` `x < 1` by auto

   have "norm x < 1" using assms by auto

   have "?a ----> 0" unfolding Suc_eq_plus1[symmetric] inverse_eq_divide[symmetric]

     using LIMSEQ_mult[OF LIMSEQ_inverse_real_of_nat LIMSEQ_Suc[OF LIMSEQ_power_zero[OF `norm x < 1`]]] by auto

   { fix n have "0 \<le> ?a n" by (rule mult_nonneg_nonneg, auto intro!: mult_nonneg_nonneg simp add: `0 \<le> x`) }

   { fix n have "?a (Suc n) \<le> ?a n" unfolding inverse_eq_divide[symmetric]

     proof (rule mult_mono)

       show "0 \<le> x ^ Suc (Suc n)" by (auto intro!: mult_nonneg_nonneg simp add: `0 \<le> x`)

       have "x ^ Suc (Suc n) \<le> x ^ Suc n * 1" unfolding power_Suc2 mult_assoc[symmetric]

         by (rule mult_left_mono, fact less_imp_le[OF `x < 1`], auto intro!: mult_nonneg_nonneg simp add: `0 \<le> x`)

       thus "x ^ Suc (Suc n) \<le> x ^ Suc n" by auto

     qed auto }

   from summable_Leibniz'(2,4)[OF `?a ----> 0` `\<And>n. 0 \<le> ?a n`, OF `\<And>n. ?a (Suc n) \<le> ?a n`, unfolded ln_eq]

   show "?lb" and "?ub" by auto

 qed

 lemma ln_float_bounds:

   assumes "0 \<le> real x" and "real x < 1"

   shows "real (x * lb_ln_horner prec (get_even n) 1 x) \<le> ln (real x + 1)" (is "?lb \<le> ?ln")

   and "ln (real x + 1) \<le> real (x * ub_ln_horner prec (get_odd n) 1 x)" (is "?ln \<le> ?ub")

 proof -

   obtain ev where ev: "get_even n = 2 * ev" using get_even_double ..

   obtain od where od: "get_odd n = 2 * od + 1" using get_odd_double ..

   let "?s n" = "-1^n * (1 / real (1 + n)) * (real x)^(Suc n)"

   have "?lb \<le> setsum ?s {0 ..< 2 * ev}" unfolding power_Suc2 mult_assoc[symmetric] real_of_float_mult setsum_left_distrib[symmetric] unfolding mult_commute[of "real x"] ev

     using horner_bounds(1)[where G="\<lambda> i k. Suc k" and F="\<lambda>x. x" and f="\<lambda>x. x" and lb="\<lambda>n i k x. lb_ln_horner prec n k x" and ub="\<lambda>n i k x. ub_ln_horner prec n k x" and j'=1 and n="2*ev",

       OF `0 \<le> real x` refl lb_ln_horner.simps ub_ln_horner.simps] `0 \<le> real x`

     by (rule mult_right_mono)

   also have "\<dots> \<le> ?ln" using ln_bounds(1)[OF `0 \<le> real x` `real x < 1`] by auto

   finally show "?lb \<le> ?ln" .

   have "?ln \<le> setsum ?s {0 ..< 2 * od + 1}" using ln_bounds(2)[OF `0 \<le> real x` `real x < 1`] by auto

   also have "\<dots> \<le> ?ub" unfolding power_Suc2 mult_assoc[symmetric] real_of_float_mult setsum_left_distrib[symmetric] unfolding mult_commute[of "real x"] od

     using horner_bounds(2)[where G="\<lambda> i k. Suc k" and F="\<lambda>x. x" and f="\<lambda>x. x" and lb="\<lambda>n i k x. lb_ln_horner prec n k x" and ub="\<lambda>n i k x. ub_ln_horner prec n k x" and j'=1 and n="2*od+1",

       OF `0 \<le> real x` refl lb_ln_horner.simps ub_ln_horner.simps] `0 \<le> real x`

     by (rule mult_right_mono)

   finally show "?ln \<le> ?ub" .

 qed

 lemma ln_add: assumes "0 < x" and "0 < y" shows "ln (x + y) = ln x + ln (1 + y / x)"

 proof -

   have "x \<noteq> 0" using assms by auto

   have "x + y = x * (1 + y / x)" unfolding right_distrib times_divide_eq_right nonzero_mult_divide_cancel_left[OF `x \<noteq> 0`] by auto

   moreover

   have "0 < y / x" using assms divide_pos_pos by auto

   hence "0 < 1 + y / x" by auto

   ultimately show ?thesis using ln_mult assms by auto

 qed

 subsection "Compute the logarithm of 2"

 definition ub_ln2 where "ub_ln2 prec = (let third = rapprox_rat (max prec 1) 1 3

                                         in (Float 1 -1 * ub_ln_horner prec (get_odd prec) 1 (Float 1 -1)) +

                                            (third * ub_ln_horner prec (get_odd prec) 1 third))"

 definition lb_ln2 where "lb_ln2 prec = (let third = lapprox_rat prec 1 3

                                         in (Float 1 -1 * lb_ln_horner prec (get_even prec) 1 (Float 1 -1)) +

                                            (third * lb_ln_horner prec (get_even prec) 1 third))"

 lemma ub_ln2: "ln 2 \<le> real (ub_ln2 prec)" (is "?ub_ln2")

   and lb_ln2: "real (lb_ln2 prec) \<le> ln 2" (is "?lb_ln2")

 proof -

   let ?uthird = "rapprox_rat (max prec 1) 1 3"

   let ?lthird = "lapprox_rat prec 1 3"

   have ln2_sum: "ln 2 = ln (1/2 + 1) + ln (1 / 3 + 1)"

     using ln_add[of "3 / 2" "1 / 2"] by auto

   have lb3: "real ?lthird \<le> 1 / 3" using lapprox_rat[of prec 1 3] by auto

   hence lb3_ub: "real ?lthird < 1" by auto

   have lb3_lb: "0 \<le> real ?lthird" using lapprox_rat_bottom[of 1 3] by auto

   have ub3: "1 / 3 \<le> real ?uthird" using rapprox_rat[of 1 3] by auto

   hence ub3_lb: "0 \<le> real ?uthird" by auto

   have lb2: "0 \<le> real (Float 1 -1)" and ub2: "real (Float 1 -1) < 1" unfolding Float_num by auto

   have "0 \<le> (1::int)" and "0 < (3::int)" by auto

   have ub3_ub: "real ?uthird < 1" unfolding rapprox_rat.simps(2)[OF `0 \<le> 1` `0 < 3`]

     by (rule rapprox_posrat_less1, auto)

   have third_gt0: "(0 :: real) < 1 / 3 + 1" by auto

   have uthird_gt0: "0 < real ?uthird + 1" using ub3_lb by auto

   have lthird_gt0: "0 < real ?lthird + 1" using lb3_lb by auto

   show ?ub_ln2 unfolding ub_ln2_def Let_def real_of_float_add ln2_sum Float_num(4)[symmetric]

   proof (rule add_mono, fact ln_float_bounds(2)[OF lb2 ub2])

     have "ln (1 / 3 + 1) \<le> ln (real ?uthird + 1)" unfolding ln_le_cancel_iff[OF third_gt0 uthird_gt0] using ub3 by auto

     also have "\<dots> \<le> real (?uthird * ub_ln_horner prec (get_odd prec) 1 ?uthird)"

       using ln_float_bounds(2)[OF ub3_lb ub3_ub] .

     finally show "ln (1 / 3 + 1) \<le> real (?uthird * ub_ln_horner prec (get_odd prec) 1 ?uthird)" .

   qed

   show ?lb_ln2 unfolding lb_ln2_def Let_def real_of_float_add ln2_sum Float_num(4)[symmetric]

   proof (rule add_mono, fact ln_float_bounds(1)[OF lb2 ub2])

     have "real (?lthird * lb_ln_horner prec (get_even prec) 1 ?lthird) \<le> ln (real ?lthird + 1)"

       using ln_float_bounds(1)[OF lb3_lb lb3_ub] .

     also have "\<dots> \<le> ln (1 / 3 + 1)" unfolding ln_le_cancel_iff[OF lthird_gt0 third_gt0] using lb3 by auto

     finally show "real (?lthird * lb_ln_horner prec (get_even prec) 1 ?lthird) \<le> ln (1 / 3 + 1)" .

   qed

 qed

 subsection "Compute the logarithm in the entire domain"

 function ub_ln :: "nat \<Rightarrow> float \<Rightarrow> float option" and lb_ln :: "nat \<Rightarrow> float \<Rightarrow> float option" where

 "ub_ln prec x = (if x \<le> 0          then None

             else if x < 1          then Some (- the (lb_ln prec (float_divl (max prec 1) 1 x)))

             else let horner = \<lambda>x. x * ub_ln_horner prec (get_odd prec) 1 x in

                  if x \<le> Float 3 -1 then Some (horner (x - 1))

             else if x < Float 1 1  then Some (horner (Float 1 -1) + horner (x * rapprox_rat prec 2 3 - 1))

                                    else let l = bitlen (mantissa x) - 1 in

                                         Some (ub_ln2 prec * (Float (scale x + l) 0) + horner (Float (mantissa x) (- l) - 1)))" |

 "lb_ln prec x = (if x \<le> 0          then None

             else if x < 1          then Some (- the (ub_ln prec (float_divr prec 1 x)))

             else let horner = \<lambda>x. x * lb_ln_horner prec (get_even prec) 1 x in

                  if x \<le> Float 3 -1 then Some (horner (x - 1))

             else if x < Float 1 1  then Some (horner (Float 1 -1) +

                                               horner (max (x * lapprox_rat prec 2 3 - 1) 0))

                                    else let l = bitlen (mantissa x) - 1 in

                                         Some (lb_ln2 prec * (Float (scale x + l) 0) + horner (Float (mantissa x) (- l) - 1)))"

 by pat_completeness auto

 termination proof (relation "measure (\<lambda> v. let (prec, x) = sum_case id id v in (if x < 1 then 1 else 0))", auto)

   fix prec x assume "\<not> x \<le> 0" and "x < 1" and "float_divl (max prec (Suc 0)) 1 x < 1"

   hence "0 < x" and "0 < max prec (Suc 0)" unfolding less_float_def le_float_def by auto

   from float_divl_pos_less1_bound[OF `0 < x` `x < 1` `0 < max prec (Suc 0)`]

   show False using `float_divl (max prec (Suc 0)) 1 x < 1` unfolding less_float_def le_float_def by auto

 next

   fix prec x assume "\<not> x \<le> 0" and "x < 1" and "float_divr prec 1 x < 1"

   hence "0 < x" unfolding less_float_def le_float_def by auto

   from float_divr_pos_less1_lower_bound[OF `0 < x` `x < 1`, of prec]

   show False using `float_divr prec 1 x < 1` unfolding less_float_def le_float_def by auto

 qed

 lemma ln_shifted_float: assumes "0 < m" shows "ln (real (Float m e)) = ln 2 * real (e + (bitlen m - 1)) + ln (real (Float m (- (bitlen m - 1))))"

 proof -

   let ?B = "2^nat (bitlen m - 1)"

   have "0 < real m" and "\<And>X. (0 :: real) < 2^X" and "0 < (2 :: real)" and "m \<noteq> 0" using assms by auto

   hence "0 \<le> bitlen m - 1" using bitlen_ge1[OF `m \<noteq> 0`] by auto

   show ?thesis

   proof (cases "0 \<le> e")

     case True

     show ?thesis unfolding normalized_float[OF `m \<noteq> 0`]

       unfolding ln_div[OF `0 < real m` `0 < ?B`] real_of_int_add ln_realpow[OF `0 < 2`]

       unfolding real_of_float_ge0_exp[OF True] ln_mult[OF `0 < real m` `0 < 2^nat e`]

       ln_realpow[OF `0 < 2`] algebra_simps using `0 \<le> bitlen m - 1` True by auto

   next

     case False hence "0 < -e" by auto

     hence pow_gt0: "(0::real) < 2^nat (-e)" by auto

     hence inv_gt0: "(0::real) < inverse (2^nat (-e))" by auto

     show ?thesis unfolding normalized_float[OF `m \<noteq> 0`]

       unfolding ln_div[OF `0 < real m` `0 < ?B`] real_of_int_add ln_realpow[OF `0 < 2`]

       unfolding real_of_float_nge0_exp[OF False] ln_mult[OF `0 < real m` inv_gt0] ln_inverse[OF pow_gt0]

       ln_realpow[OF `0 < 2`] algebra_simps using `0 \<le> bitlen m - 1` False by auto

   qed

 qed

 lemma ub_ln_lb_ln_bounds': assumes "1 \<le> x"

   shows "real (the (lb_ln prec x)) \<le> ln (real x) \<and> ln (real x) \<le> real (the (ub_ln prec x))"

   (is "?lb \<le> ?ln \<and> ?ln \<le> ?ub")

 proof (cases "x < Float 1 1")

   case True

   hence "real (x - 1) < 1" and "real x < 2" unfolding less_float_def Float_num by auto

   have "\<not> x \<le> 0" and "\<not> x < 1" using `1 \<le> x` unfolding less_float_def le_float_def by auto

   hence "0 \<le> real (x - 1)" using `1 \<le> x` unfolding less_float_def Float_num by auto

   have [simp]: "real (Float 3 -1) = 3 / 2" by (simp add: real_of_float_def pow2_def)

   show ?thesis

   proof (cases "x \<le> Float 3 -1")

     case True

     show ?thesis unfolding lb_ln.simps unfolding ub_ln.simps Let_def

       using ln_float_bounds[OF `0 \<le> real (x - 1)` `real (x - 1) < 1`, of prec] `\<not> x \<le> 0` `\<not> x < 1` True

       by auto

   next

     case False hence *: "3 / 2 < real x" by (auto simp add: le_float_def)

     with ln_add[of "3 / 2" "real x - 3 / 2"]

     have add: "ln (real x) = ln (3 / 2) + ln (real x * 2 / 3)"

       by (auto simp add: algebra_simps diff_divide_distrib)

     let "?ub_horner x" = "x * ub_ln_horner prec (get_odd prec) 1 x"

     let "?lb_horner x" = "x * lb_ln_horner prec (get_even prec) 1 x"

     { have up: "real (rapprox_rat prec 2 3) \<le> 1"

         by (rule rapprox_rat_le1) simp_all

       have low: "2 / 3 \<le> real (rapprox_rat prec 2 3)"

         by (rule order_trans[OF _ rapprox_rat]) simp

       from mult_less_le_imp_less[OF * low] *

       have pos: "0 < real (x * rapprox_rat prec 2 3 - 1)" by auto

       have "ln (real x * 2/3)

         \<le> ln (real (x * rapprox_rat prec 2 3 - 1) + 1)"

       proof (rule ln_le_cancel_iff[symmetric, THEN iffD1])

         show "real x * 2 / 3 \<le> real (x * rapprox_rat prec 2 3 - 1) + 1"

           using * low by auto

         show "0 < real x * 2 / 3" using * by simp

         show "0 < real (x * rapprox_rat prec 2 3 - 1) + 1" using pos by auto

       qed

       also have "\<dots> \<le> real (?ub_horner (x * rapprox_rat prec 2 3 - 1))"

       proof (rule ln_float_bounds(2))

         from mult_less_le_imp_less[OF `real x < 2` up] low *

         show "real (x * rapprox_rat prec 2 3 - 1) < 1" by auto

         show "0 \<le> real (x * rapprox_rat prec 2 3 - 1)" using pos by auto

       qed

       finally have "ln (real x)

         \<le> real (?ub_horner (Float 1 -1))

           + real (?ub_horner (x * rapprox_rat prec 2 3 - 1))"

         using ln_float_bounds(2)[of "Float 1 -1" prec prec] add by auto }

     moreover

     { let ?max = "max (x * lapprox_rat prec 2 3 - 1) 0"

       have up: "real (lapprox_rat prec 2 3) \<le> 2/3"

         by (rule order_trans[OF lapprox_rat], simp)

       have low: "0 \<le> real (lapprox_rat prec 2 3)"

         using lapprox_rat_bottom[of 2 3 prec] by simp

       have "real (?lb_horner ?max)

         \<le> ln (real ?max + 1)"

       proof (rule ln_float_bounds(1))

         from mult_less_le_imp_less[OF `real x < 2` up] * low

         show "real ?max < 1" by (cases "real (lapprox_rat prec 2 3) = 0",

           auto simp add: real_of_float_max)

         show "0 \<le> real ?max" by (auto simp add: real_of_float_max)

       qed

       also have "\<dots> \<le> ln (real x * 2/3)"

       proof (rule ln_le_cancel_iff[symmetric, THEN iffD1])

         show "0 < real ?max + 1" by (auto simp add: real_of_float_max)

         show "0 < real x * 2/3" using * by auto

         show "real ?max + 1 \<le> real x * 2/3" using * up

           by (cases "0 < real x * real (lapprox_posrat prec 2 3) - 1",

               auto simp add: real_of_float_max min_max.sup_absorb1)

       qed

       finally have "real (?lb_horner (Float 1 -1)) + real (?lb_horner ?max)

         \<le> ln (real x)"

         using ln_float_bounds(1)[of "Float 1 -1" prec prec] add by auto }

     ultimately

     show ?thesis unfolding lb_ln.simps unfolding ub_ln.simps Let_def

       using `\<not> x \<le> 0` `\<not> x < 1` True False by auto

   qed

 next

   case False

   hence "\<not> x \<le> 0" and "\<not> x < 1" "0 < x" "\<not> x \<le> Float 3 -1"

     using `1 \<le> x` unfolding less_float_def le_float_def real_of_float_simp pow2_def

     by auto

   show ?thesis

   proof (cases x)

     case (Float m e)

     let ?s = "Float (e + (bitlen m - 1)) 0"

     let ?x = "Float m (- (bitlen m - 1))"

     have "0 < m" and "m \<noteq> 0" using float_pos_m_pos `0 < x` Float by auto

     {

       have "real (lb_ln2 prec * ?s) \<le> ln 2 * real (e + (bitlen m - 1))" (is "?lb2 \<le> _")

         unfolding real_of_float_mult real_of_float_ge0_exp[OF order_refl] nat_0 power_0 mult_1_right

         using lb_ln2[of prec]

       proof (rule mult_right_mono)

         have "1 \<le> Float m e" using `1 \<le> x` Float unfolding le_float_def by auto

         from float_gt1_scale[OF this]

         show "0 \<le> real (e + (bitlen m - 1))" by auto

       qed

       moreover

       from bitlen_div[OF `0 < m`, unfolded normalized_float[OF `m \<noteq> 0`, symmetric]]

       have "0 \<le> real (?x - 1)" and "real (?x - 1) < 1" by auto

       from ln_float_bounds(1)[OF this]

       have "real ((?x - 1) * lb_ln_horner prec (get_even prec) 1 (?x - 1)) \<le> ln (real ?x)" (is "?lb_horner \<le> _") by auto

       ultimately have "?lb2 + ?lb_horner \<le> ln (real x)"

         unfolding Float ln_shifted_float[OF `0 < m`, of e] by auto

     }

     moreover

     {

       from bitlen_div[OF `0 < m`, unfolded normalized_float[OF `m \<noteq> 0`, symmetric]]

       have "0 \<le> real (?x - 1)" and "real (?x - 1) < 1" by auto

       from ln_float_bounds(2)[OF this]

       have "ln (real ?x) \<le> real ((?x - 1) * ub_ln_horner prec (get_odd prec) 1 (?x - 1))" (is "_ \<le> ?ub_horner") by auto

       moreover

       have "ln 2 * real (e + (bitlen m - 1)) \<le> real (ub_ln2 prec * ?s)" (is "_ \<le> ?ub2")

         unfolding real_of_float_mult real_of_float_ge0_exp[OF order_refl] nat_0 power_0 mult_1_right

         using ub_ln2[of prec]

       proof (rule mult_right_mono)

         have "1 \<le> Float m e" using `1 \<le> x` Float unfolding le_float_def by auto

         from float_gt1_scale[OF this]

         show "0 \<le> real (e + (bitlen m - 1))" by auto

       qed

       ultimately have "ln (real x) \<le> ?ub2 + ?ub_horner"

         unfolding Float ln_shifted_float[OF `0 < m`, of e] by auto

     }

     ultimately show ?thesis unfolding lb_ln.simps unfolding ub_ln.simps

       unfolding if_not_P[OF `\<not> x \<le> 0`] if_not_P[OF `\<not> x < 1`] if_not_P[OF False] if_not_P[OF `\<not> x \<le> Float 3 -1`] Let_def

       unfolding scale.simps[of m e, unfolded Float[symmetric]] mantissa.simps[of m e, unfolded Float[symmetric]] real_of_float_add

       by auto

   qed

 qed

 lemma ub_ln_lb_ln_bounds: assumes "0 < x"

   shows "real (the (lb_ln prec x)) \<le> ln (real x) \<and> ln (real x) \<le> real (the (ub_ln prec x))"

   (is "?lb \<le> ?ln \<and> ?ln \<le> ?ub")

 proof (cases "x < 1")

   case False hence "1 \<le> x" unfolding less_float_def le_float_def by auto

   show ?thesis using ub_ln_lb_ln_bounds'[OF `1 \<le> x`] .

 next

   case True have "\<not> x \<le> 0" using `0 < x` unfolding less_float_def le_float_def by auto

   have "0 < real x" and "real x \<noteq> 0" using `0 < x` unfolding less_float_def by auto

   hence A: "0 < 1 / real x" by auto

   {

     let ?divl = "float_divl (max prec 1) 1 x"

     have A': "1 \<le> ?divl" using float_divl_pos_less1_bound[OF `0 < x` `x < 1`] unfolding le_float_def less_float_def by auto

     hence B: "0 < real ?divl" unfolding le_float_def by auto

     have "ln (real ?divl) \<le> ln (1 / real x)" unfolding ln_le_cancel_iff[OF B A] using float_divl[of _ 1 x] by auto

     hence "ln (real x) \<le> - ln (real ?divl)" unfolding nonzero_inverse_eq_divide[OF `real x \<noteq> 0`, symmetric] ln_inverse[OF `0 < real x`] by auto

     from this ub_ln_lb_ln_bounds'[OF A', THEN conjunct1, THEN le_imp_neg_le]

     have "?ln \<le> real (- the (lb_ln prec ?divl))" unfolding real_of_float_minus by (rule order_trans)

   } moreover

   {

     let ?divr = "float_divr prec 1 x"

     have A': "1 \<le> ?divr" using float_divr_pos_less1_lower_bound[OF `0 < x` `x < 1`] unfolding le_float_def less_float_def by auto

     hence B: "0 < real ?divr" unfolding le_float_def by auto

     have "ln (1 / real x) \<le> ln (real ?divr)" unfolding ln_le_cancel_iff[OF A B] using float_divr[of 1 x] by auto

     hence "- ln (real ?divr) \<le> ln (real x)" unfolding nonzero_inverse_eq_divide[OF `real x \<noteq> 0`, symmetric] ln_inverse[OF `0 < real x`] by auto

     from ub_ln_lb_ln_bounds'[OF A', THEN conjunct2, THEN le_imp_neg_le] this

     have "real (- the (ub_ln prec ?divr)) \<le> ?ln" unfolding real_of_float_minus by (rule order_trans)

   }

   ultimately show ?thesis unfolding lb_ln.simps[where x=x]  ub_ln.simps[where x=x]

     unfolding if_not_P[OF `\<not> x \<le> 0`] if_P[OF True] by auto

 qed

 lemma lb_ln: assumes "Some y = lb_ln prec x"

   shows "real y \<le> ln (real x)" and "0 < real x"

 proof -

   have "0 < x"

   proof (rule ccontr)

     assume "\<not> 0 < x" hence "x \<le> 0" unfolding le_float_def less_float_def by auto

     thus False using assms by auto

   qed

   thus "0 < real x" unfolding less_float_def by auto

   have "real (the (lb_ln prec x)) \<le> ln (real x)" using ub_ln_lb_ln_bounds[OF `0 < x`] ..

   thus "real y \<le> ln (real x)" unfolding assms[symmetric] by auto

 qed

 lemma ub_ln: assumes "Some y = ub_ln prec x"

   shows "ln (real x) \<le> real y" and "0 < real x"

 proof -

   have "0 < x"

   proof (rule ccontr)

     assume "\<not> 0 < x" hence "x \<le> 0" unfolding le_float_def less_float_def by auto

     thus False using assms by auto

   qed

   thus "0 < real x" unfolding less_float_def by auto

   have "ln (real x) \<le> real (the (ub_ln prec x))" using ub_ln_lb_ln_bounds[OF `0 < x`] ..

   thus "ln (real x) \<le> real y" unfolding assms[symmetric] by auto

 qed

 lemma bnds_ln: "\<forall> x lx ux. (Some l, Some u) = (lb_ln prec lx, ub_ln prec ux) \<and> x \<in> {real lx .. real ux} \<longrightarrow> real l \<le> ln x \<and> ln x \<le> real u"

 proof (rule allI, rule allI, rule allI, rule impI)

   fix x lx ux

   assume "(Some l, Some u) = (lb_ln prec lx, ub_ln prec ux) \<and> x \<in> {real lx .. real ux}"

   hence l: "Some l = lb_ln prec lx " and u: "Some u = ub_ln prec ux" and x: "x \<in> {real lx .. real ux}" by auto

   have "ln (real ux) \<le> real u" and "0 < real ux" using ub_ln u by auto

   have "real l \<le> ln (real lx)" and "0 < real lx" and "0 < x" using lb_ln[OF l] x by auto

   from ln_le_cancel_iff[OF `0 < real lx` `0 < x`] `real l \<le> ln (real lx)`

   have "real l \<le> ln x" using x unfolding atLeastAtMost_iff by auto

   moreover

   from ln_le_cancel_iff[OF `0 < x` `0 < real ux`] `ln (real ux) \<le> real u`

   have "ln x \<le> real u" using x unfolding atLeastAtMost_iff by auto

   ultimately show "real l \<le> ln x \<and> ln x \<le> real u" ..

 qed

 section "Implement floatarith"

 subsection "Define syntax and semantics"

 datatype floatarith

   = Add floatarith floatarith

   | Minus floatarith

   | Mult floatarith floatarith

   | Inverse floatarith

   | Cos floatarith

   | Arctan floatarith

   | Abs floatarith

   | Max floatarith floatarith

   | Min floatarith floatarith

   | Pi

   | Sqrt floatarith

   | Exp floatarith

   | Ln floatarith

   | Power floatarith nat

   | Var nat

   | Num float

 fun interpret_floatarith :: "floatarith \<Rightarrow> real list \<Rightarrow> real" where

 "interpret_floatarith (Add a b) vs   = (interpret_floatarith a vs) + (interpret_floatarith b vs)" |

 "interpret_floatarith (Minus a) vs    = - (interpret_floatarith a vs)" |

 "interpret_floatarith (Mult a b) vs   = (interpret_floatarith a vs) * (interpret_floatarith b vs)" |

 "interpret_floatarith (Inverse a) vs  = inverse (interpret_floatarith a vs)" |

 "interpret_floatarith (Cos a) vs      = cos (interpret_floatarith a vs)" |

 "interpret_floatarith (Arctan a) vs   = arctan (interpret_floatarith a vs)" |

 "interpret_floatarith (Min a b) vs    = min (interpret_floatarith a vs) (interpret_floatarith b vs)" |

 "interpret_floatarith (Max a b) vs    = max (interpret_floatarith a vs) (interpret_floatarith b vs)" |

 "interpret_floatarith (Abs a) vs      = abs (interpret_floatarith a vs)" |

 "interpret_floatarith Pi vs           = pi" |

 "interpret_floatarith (Sqrt a) vs     = sqrt (interpret_floatarith a vs)" |

 "interpret_floatarith (Exp a) vs      = exp (interpret_floatarith a vs)" |

 "interpret_floatarith (Ln a) vs       = ln (interpret_floatarith a vs)" |

 "interpret_floatarith (Power a n) vs  = (interpret_floatarith a vs)^n" |

 "interpret_floatarith (Num f) vs      = real f" |

 "interpret_floatarith (Var n) vs     = vs ! n"

 lemma interpret_floatarith_divide: "interpret_floatarith (Mult a (Inverse b)) vs = (interpret_floatarith a vs) / (interpret_floatarith b vs)"

   unfolding divide_inverse interpret_floatarith.simps ..

 lemma interpret_floatarith_diff: "interpret_floatarith (Add a (Minus b)) vs = (interpret_floatarith a vs) - (interpret_floatarith b vs)"

   unfolding diff_minus interpret_floatarith.simps ..

 lemma interpret_floatarith_sin: "interpret_floatarith (Cos (Add (Mult Pi (Num (Float 1 -1))) (Minus a))) vs =

   sin (interpret_floatarith a vs)"

   unfolding sin_cos_eq interpret_floatarith.simps

             interpret_floatarith_divide interpret_floatarith_diff diff_minus

   by auto

 lemma interpret_floatarith_tan:

   "interpret_floatarith (Mult (Cos (Add (Mult Pi (Num (Float 1 -1))) (Minus a))) (Inverse (Cos a))) vs =

    tan (interpret_floatarith a vs)"

   unfolding interpret_floatarith.simps(3,4) interpret_floatarith_sin tan_def divide_inverse

   by auto

 lemma interpret_floatarith_powr: "interpret_floatarith (Exp (Mult b (Ln a))) vs = (interpret_floatarith a vs) powr (interpret_floatarith b vs)"

   unfolding powr_def interpret_floatarith.simps ..

 lemma interpret_floatarith_log: "interpret_floatarith ((Mult (Ln x) (Inverse (Ln b)))) vs = log (interpret_floatarith b vs) (interpret_floatarith x vs)"

   unfolding log_def interpret_floatarith.simps divide_inverse ..

 lemma interpret_floatarith_num:

   shows "interpret_floatarith (Num (Float 0 0)) vs = 0"

   and "interpret_floatarith (Num (Float 1 0)) vs = 1"

   and "interpret_floatarith (Num (Float (number_of a) 0)) vs = number_of a" by auto

 subsection "Implement approximation function"

 fun lift_bin' :: "(float * float) option \<Rightarrow> (float * float) option \<Rightarrow> (float \<Rightarrow> float \<Rightarrow> float \<Rightarrow> float \<Rightarrow> (float * float)) \<Rightarrow> (float * float) option" where

 "lift_bin' (Some (l1, u1)) (Some (l2, u2)) f = Some (f l1 u1 l2 u2)" |

 "lift_bin' a b f = None"

 fun lift_un :: "(float * float) option \<Rightarrow> (float \<Rightarrow> float \<Rightarrow> ((float option) * (float option))) \<Rightarrow> (float * float) option" where

 "lift_un (Some (l1, u1)) f = (case (f l1 u1) of (Some l, Some u) \<Rightarrow> Some (l, u)

                                              | t \<Rightarrow> None)" |

 "lift_un b f = None"

 fun lift_un' :: "(float * float) option \<Rightarrow> (float \<Rightarrow> float \<Rightarrow> (float * float)) \<Rightarrow> (float * float) option" where

 "lift_un' (Some (l1, u1)) f = Some (f l1 u1)" |

 "lift_un' b f = None"

 definition

 "bounded_by xs vs \<longleftrightarrow>

   (\<forall> i < length vs. case vs ! i of None \<Rightarrow> True

          | Some (l, u) \<Rightarrow> xs ! i \<in> { real l .. real u })"

 lemma bounded_byE:

   assumes "bounded_by xs vs"

   shows "\<And> i. i < length vs \<Longrightarrow> case vs ! i of None \<Rightarrow> True

          | Some (l, u) \<Rightarrow> xs ! i \<in> { real l .. real u }"

   using assms bounded_by_def by blast

 lemma bounded_by_update:

   assumes "bounded_by xs vs"

   and bnd: "xs ! i \<in> { real l .. real u }"

   shows "bounded_by xs (vs[i := Some (l,u)])"

 proof -

 { fix j

   let ?vs = "vs[i := Some (l,u)]"

   assume "j < length ?vs" hence [simp]: "j < length vs" by simp

   have "case ?vs ! j of None \<Rightarrow> True | Some (l, u) \<Rightarrow> xs ! j \<in> { real l .. real u }"

   proof (cases "?vs ! j")

     case (Some b)

     thus ?thesis

     proof (cases "i = j")

       case True

       thus ?thesis using `?vs ! j = Some b` and bnd by auto

     next

       case False

       thus ?thesis using `bounded_by xs vs` unfolding bounded_by_def by auto

     qed

   qed auto }

   thus ?thesis unfolding bounded_by_def by auto

 qed

 lemma bounded_by_None:

   shows "bounded_by xs (replicate (length xs) None)"

   unfolding bounded_by_def by auto

 fun approx approx' :: "nat \<Rightarrow> floatarith \<Rightarrow> (float * float) option list \<Rightarrow> (float * float) option" where

 "approx' prec a bs          = (case (approx prec a bs) of Some (l, u) \<Rightarrow> Some (round_down prec l, round_up prec u) | None \<Rightarrow> None)" |

 "approx prec (Add a b) bs   = lift_bin' (approx' prec a bs) (approx' prec b bs) (\<lambda> l1 u1 l2 u2. (l1 + l2, u1 + u2))" |

 "approx prec (Minus a) bs   = lift_un' (approx' prec a bs) (\<lambda> l u. (-u, -l))" |

 "approx prec (Mult a b) bs  = lift_bin' (approx' prec a bs) (approx' prec b bs)

                                     (\<lambda> a1 a2 b1 b2. (float_nprt a1 * float_pprt b2 + float_nprt a2 * float_nprt b2 + float_pprt a1 * float_pprt b1 + float_pprt a2 * float_nprt b1,

                                                      float_pprt a2 * float_pprt b2 + float_pprt a1 * float_nprt b2 + float_nprt a2 * float_pprt b1 + float_nprt a1 * float_nprt b1))" |

 "approx prec (Inverse a) bs = lift_un (approx' prec a bs) (\<lambda> l u. if (0 < l \<or> u < 0) then (Some (float_divl prec 1 u), Some (float_divr prec 1 l)) else (None, None))" |

 "approx prec (Cos a) bs     = lift_un' (approx' prec a bs) (bnds_cos prec)" |

 "approx prec Pi bs          = Some (lb_pi prec, ub_pi prec)" |

 "approx prec (Min a b) bs   = lift_bin' (approx' prec a bs) (approx' prec b bs) (\<lambda> l1 u1 l2 u2. (min l1 l2, min u1 u2))" |

 "approx prec (Max a b) bs   = lift_bin' (approx' prec a bs) (approx' prec b bs) (\<lambda> l1 u1 l2 u2. (max l1 l2, max u1 u2))" |

 "approx prec (Abs a) bs     = lift_un' (approx' prec a bs) (\<lambda>l u. (if l < 0 \<and> 0 < u then 0 else min \<bar>l\<bar> \<bar>u\<bar>, max \<bar>l\<bar> \<bar>u\<bar>))" |

 "approx prec (Arctan a) bs  = lift_un' (approx' prec a bs) (\<lambda> l u. (lb_arctan prec l, ub_arctan prec u))" |

 "approx prec (Sqrt a) bs    = lift_un' (approx' prec a bs) (\<lambda> l u. (lb_sqrt prec l, ub_sqrt prec u))" |

 "approx prec (Exp a) bs     = lift_un' (approx' prec a bs) (\<lambda> l u. (lb_exp prec l, ub_exp prec u))" |

 "approx prec (Ln a) bs      = lift_un (approx' prec a bs) (\<lambda> l u. (lb_ln prec l, ub_ln prec u))" |

 "approx prec (Power a n) bs = lift_un' (approx' prec a bs) (float_power_bnds n)" |

 "approx prec (Num f) bs     = Some (f, f)" |

 "approx prec (Var i) bs    = (if i < length bs then bs ! i else None)"

 lemma lift_bin'_ex:

   assumes lift_bin'_Some: "Some (l, u) = lift_bin' a b f"

   shows "\<exists> l1 u1 l2 u2. Some (l1, u1) = a \<and> Some (l2, u2) = b"

 proof (cases a)

   case None hence "None = lift_bin' a b f" unfolding None lift_bin'.simps ..

   thus ?thesis using lift_bin'_Some by auto

 next

   case (Some a')

   show ?thesis

   proof (cases b)

     case None hence "None = lift_bin' a b f" unfolding None lift_bin'.simps ..

     thus ?thesis using lift_bin'_Some by auto

   next

     case (Some b')

     obtain la ua where a': "a' = (la, ua)" by (cases a', auto)

     obtain lb ub where b': "b' = (lb, ub)" by (cases b', auto)

     thus ?thesis unfolding `a = Some a'` `b = Some b'` a' b' by auto

   qed

 qed

 lemma lift_bin'_f:

   assumes lift_bin'_Some: "Some (l, u) = lift_bin' (g a) (g b) f"

   and Pa: "\<And>l u. Some (l, u) = g a \<Longrightarrow> P l u a" and Pb: "\<And>l u. Some (l, u) = g b \<Longrightarrow> P l u b"

   shows "\<exists> l1 u1 l2 u2. P l1 u1 a \<and> P l2 u2 b \<and> l = fst (f l1 u1 l2 u2) \<and> u = snd (f l1 u1 l2 u2)"

 proof -

   obtain l1 u1 l2 u2

     where Sa: "Some (l1, u1) = g a" and Sb: "Some (l2, u2) = g b" using lift_bin'_ex[OF assms(1)] by auto

   have lu: "(l, u) = f l1 u1 l2 u2" using lift_bin'_Some[unfolded Sa[symmetric] Sb[symmetric] lift_bin'.simps] by auto

   have "l = fst (f l1 u1 l2 u2)" and "u = snd (f l1 u1 l2 u2)" unfolding lu[symmetric] by auto

   thus ?thesis using Pa[OF Sa] Pb[OF Sb] by auto

 qed

 lemma approx_approx':

   assumes Pa: "\<And>l u. Some (l, u) = approx prec a vs \<Longrightarrow> real l \<le> interpret_floatarith a xs \<and> interpret_floatarith a xs \<le> real u"

   and approx': "Some (l, u) = approx' prec a vs"

   shows "real l \<le> interpret_floatarith a xs \<and> interpret_floatarith a xs \<le> real u"

 proof -

   obtain l' u' where S: "Some (l', u') = approx prec a vs"

     using approx' unfolding approx'.simps by (cases "approx prec a vs", auto)

   have l': "l = round_down prec l'" and u': "u = round_up prec u'"

     using approx' unfolding approx'.simps S[symmetric] by auto

   show ?thesis unfolding l' u'

     using order_trans[OF Pa[OF S, THEN conjunct2] round_up[of u']]

     using order_trans[OF round_down[of _ l'] Pa[OF S, THEN conjunct1]] by auto

 qed

 lemma lift_bin':

   assumes lift_bin'_Some: "Some (l, u) = lift_bin' (approx' prec a bs) (approx' prec b bs) f"

   and Pa: "\<And>l u. Some (l, u) = approx prec a bs \<Longrightarrow> real l \<le> interpret_floatarith a xs \<and> interpret_floatarith a xs \<le> real u" (is "\<And>l u. _ = ?g a \<Longrightarrow> ?P l u a")

   and Pb: "\<And>l u. Some (l, u) = approx prec b bs \<Longrightarrow> real l \<le> interpret_floatarith b xs \<and> interpret_floatarith b xs \<le> real u"

   shows "\<exists> l1 u1 l2 u2. (real l1 \<le> interpret_floatarith a xs \<and> interpret_floatarith a xs \<le> real u1) \<and>

                         (real l2 \<le> interpret_floatarith b xs \<and> interpret_floatarith b xs \<le> real u2) \<and>

                         l = fst (f l1 u1 l2 u2) \<and> u = snd (f l1 u1 l2 u2)"

 proof -

   { fix l u assume "Some (l, u) = approx' prec a bs"

     with approx_approx'[of prec a bs, OF _ this] Pa

     have "real l \<le> interpret_floatarith a xs \<and> interpret_floatarith a xs \<le> real u" by auto } note Pa = this

   { fix l u assume "Some (l, u) = approx' prec b bs"

     with approx_approx'[of prec b bs, OF _ this] Pb

     have "real l \<le> interpret_floatarith b xs \<and> interpret_floatarith b xs \<le> real u" by auto } note Pb = this

   from lift_bin'_f[where g="\<lambda>a. approx' prec a bs" and P = ?P, OF lift_bin'_Some, OF Pa Pb]

   show ?thesis by auto

 qed

 lemma lift_un'_ex:

   assumes lift_un'_Some: "Some (l, u) = lift_un' a f"

   shows "\<exists> l u. Some (l, u) = a"

 proof (cases a)

   case None hence "None = lift_un' a f" unfolding None lift_un'.simps ..

   thus ?thesis using lift_un'_Some by auto

 next

   case (Some a')

   obtain la ua where a': "a' = (la, ua)" by (cases a', auto)

   thus ?thesis unfolding `a = Some a'` a' by auto

 qed

 lemma lift_un'_f:

   assumes lift_un'_Some: "Some (l, u) = lift_un' (g a) f"

   and Pa: "\<And>l u. Some (l, u) = g a \<Longrightarrow> P l u a"

   shows "\<exists> l1 u1. P l1 u1 a \<and> l = fst (f l1 u1) \<and> u = snd (f l1 u1)"

 proof -

   obtain l1 u1 where Sa: "Some (l1, u1) = g a" using lift_un'_ex[OF assms(1)] by auto

   have lu: "(l, u) = f l1 u1" using lift_un'_Some[unfolded Sa[symmetric] lift_un'.simps] by auto

   have "l = fst (f l1 u1)" and "u = snd (f l1 u1)" unfolding lu[symmetric] by auto

   thus ?thesis using Pa[OF Sa] by auto

 qed

 lemma lift_un':

   assumes lift_un'_Some: "Some (l, u) = lift_un' (approx' prec a bs) f"

   and Pa: "\<And>l u. Some (l, u) = approx prec a bs \<Longrightarrow> real l \<le> interpret_floatarith a xs \<and> interpret_floatarith a xs \<le> real u" (is "\<And>l u. _ = ?g a \<Longrightarrow> ?P l u a")

   shows "\<exists> l1 u1. (real l1 \<le> interpret_floatarith a xs \<and> interpret_floatarith a xs \<le> real u1) \<and>

                         l = fst (f l1 u1) \<and> u = snd (f l1 u1)"

 proof -

   { fix l u assume "Some (l, u) = approx' prec a bs"

     with approx_approx'[of prec a bs, OF _ this] Pa

     have "real l \<le> interpret_floatarith a xs \<and> interpret_floatarith a xs \<le> real u" by auto } note Pa = this

   from lift_un'_f[where g="\<lambda>a. approx' prec a bs" and P = ?P, OF lift_un'_Some, OF Pa]

   show ?thesis by auto

 qed

 lemma lift_un'_bnds:

   assumes bnds: "\<forall> x lx ux. (l, u) = f lx ux \<and> x \<in> { real lx .. real ux } \<longrightarrow> real l \<le> f' x \<and> f' x \<le> real u"

   and lift_un'_Some: "Some (l, u) = lift_un' (approx' prec a bs) f"

   and Pa: "\<And>l u. Some (l, u) = approx prec a bs \<Longrightarrow> real l \<le> interpret_floatarith a xs \<and> interpret_floatarith a xs \<le> real u"

   shows "real l \<le> f' (interpret_floatarith a xs) \<and> f' (interpret_floatarith a xs) \<le> real u"

 proof -

   from lift_un'[OF lift_un'_Some Pa]

   obtain l1 u1 where "real l1 \<le> interpret_floatarith a xs" and "interpret_floatarith a xs \<le> real u1" and "l = fst (f l1 u1)" and "u = snd (f l1 u1)" by blast

   hence "(l, u) = f l1 u1" and "interpret_floatarith a xs \<in> {real l1 .. real u1}" by auto

   thus ?thesis using bnds by auto

 qed

 lemma lift_un_ex:

   assumes lift_un_Some: "Some (l, u) = lift_un a f"

   shows "\<exists> l u. Some (l, u) = a"

 proof (cases a)

   case None hence "None = lift_un a f" unfolding None lift_un.simps ..

   thus ?thesis using lift_un_Some by auto

 next

   case (Some a')

   obtain la ua where a': "a' = (la, ua)" by (cases a', auto)

   thus ?thesis unfolding `a = Some a'` a' by auto

 qed

 lemma lift_un_f:

   assumes lift_un_Some: "Some (l, u) = lift_un (g a) f"

   and Pa: "\<And>l u. Some (l, u) = g a \<Longrightarrow> P l u a"

   shows "\<exists> l1 u1. P l1 u1 a \<and> Some l = fst (f l1 u1) \<and> Some u = snd (f l1 u1)"

 proof -

   obtain l1 u1 where Sa: "Some (l1, u1) = g a" using lift_un_ex[OF assms(1)] by auto

   have "fst (f l1 u1) \<noteq> None \<and> snd (f l1 u1) \<noteq> None"

   proof (rule ccontr)

     assume "\<not> (fst (f l1 u1) \<noteq> None \<and> snd (f l1 u1) \<noteq> None)"

     hence or: "fst (f l1 u1) = None \<or> snd (f l1 u1) = None" by auto

     hence "lift_un (g a) f = None"

     proof (cases "fst (f l1 u1) = None")

       case True

       then obtain b where b: "f l1 u1 = (None, b)" by (cases "f l1 u1", auto)

       thus ?thesis unfolding Sa[symmetric] lift_un.simps b by auto

     next

       case False hence "snd (f l1 u1) = None" using or by auto

       with False obtain b where b: "f l1 u1 = (Some b, None)" by (cases "f l1 u1", auto)

       thus ?thesis unfolding Sa[symmetric] lift_un.simps b by auto

     qed

     thus False using lift_un_Some by auto

   qed

   then obtain a' b' where f: "f l1 u1 = (Some a', Some b')" by (cases "f l1 u1", auto)

   from lift_un_Some[unfolded Sa[symmetric] lift_un.simps f]

   have "Some l = fst (f l1 u1)" and "Some u = snd (f l1 u1)" unfolding f by auto

   thus ?thesis unfolding Sa[symmetric] lift_un.simps using Pa[OF Sa] by auto

 qed

 lemma lift_un:

   assumes lift_un_Some: "Some (l, u) = lift_un (approx' prec a bs) f"

   and Pa: "\<And>l u. Some (l, u) = approx prec a bs \<Longrightarrow> real l \<le> interpret_floatarith a xs \<and> interpret_floatarith a xs \<le> real u" (is "\<And>l u. _ = ?g a \<Longrightarrow> ?P l u a")

   shows "\<exists> l1 u1. (real l1 \<le> interpret_floatarith a xs \<and> interpret_floatarith a xs \<le> real u1) \<and>

                   Some l = fst (f l1 u1) \<and> Some u = snd (f l1 u1)"

 proof -

   { fix l u assume "Some (l, u) = approx' prec a bs"

     with approx_approx'[of prec a bs, OF _ this] Pa

     have "real l \<le> interpret_floatarith a xs \<and> interpret_floatarith a xs \<le> real u" by auto } note Pa = this

   from lift_un_f[where g="\<lambda>a. approx' prec a bs" and P = ?P, OF lift_un_Some, OF Pa]

   show ?thesis by auto

 qed

 lemma lift_un_bnds:

   assumes bnds: "\<forall> x lx ux. (Some l, Some u) = f lx ux \<and> x \<in> { real lx .. real ux } \<longrightarrow> real l \<le> f' x \<and> f' x \<le> real u"

   and lift_un_Some: "Some (l, u) = lift_un (approx' prec a bs) f"

   and Pa: "\<And>l u. Some (l, u) = approx prec a bs \<Longrightarrow> real l \<le> interpret_floatarith a xs \<and> interpret_floatarith a xs \<le> real u"

   shows "real l \<le> f' (interpret_floatarith a xs) \<and> f' (interpret_floatarith a xs) \<le> real u"

 proof -

   from lift_un[OF lift_un_Some Pa]

   obtain l1 u1 where "real l1 \<le> interpret_floatarith a xs" and "interpret_floatarith a xs \<le> real u1" and "Some l = fst (f l1 u1)" and "Some u = snd (f l1 u1)" by blast

   hence "(Some l, Some u) = f l1 u1" and "interpret_floatarith a xs \<in> {real l1 .. real u1}" by auto

   thus ?thesis using bnds by auto

 qed

 lemma approx:

   assumes "bounded_by xs vs"

   and "Some (l, u) = approx prec arith vs" (is "_ = ?g arith")

   shows "real l \<le> interpret_floatarith arith xs \<and> interpret_floatarith arith xs \<le> real u" (is "?P l u arith")

   using `Some (l, u) = approx prec arith vs`

 proof (induct arith arbitrary: l u x)

   case (Add a b)

   from lift_bin'[OF Add.prems[unfolded approx.simps]] Add.hyps

   obtain l1 u1 l2 u2 where "l = l1 + l2" and "u = u1 + u2"

     "real l1 \<le> interpret_floatarith a xs" and "interpret_floatarith a xs \<le> real u1"

     "real l2 \<le> interpret_floatarith b xs" and "interpret_floatarith b xs \<le> real u2" unfolding fst_conv snd_conv by blast

   thus ?case unfolding interpret_floatarith.simps by auto

 next

   case (Minus a)

   from lift_un'[OF Minus.prems[unfolded approx.simps]] Minus.hyps

   obtain l1 u1 where "l = -u1" and "u = -l1"

     "real l1 \<le> interpret_floatarith a xs" and "interpret_floatarith a xs \<le> real u1" unfolding fst_conv snd_conv by blast

   thus ?case unfolding interpret_floatarith.simps using real_of_float_minus by auto

 next

   case (Mult a b)

   from lift_bin'[OF Mult.prems[unfolded approx.simps]] Mult.hyps

   obtain l1 u1 l2 u2

     where l: "l = float_nprt l1 * float_pprt u2 + float_nprt u1 * float_nprt u2 + float_pprt l1 * float_pprt l2 + float_pprt u1 * float_nprt l2"

     and u: "u = float_pprt u1 * float_pprt u2 + float_pprt l1 * float_nprt u2 + float_nprt u1 * float_pprt l2 + float_nprt l1 * float_nprt l2"

     and "real l1 \<le> interpret_floatarith a xs" and "interpret_floatarith a xs \<le> real u1"

     and "real l2 \<le> interpret_floatarith b xs" and "interpret_floatarith b xs \<le> real u2" unfolding fst_conv snd_conv by blast

   thus ?case unfolding interpret_floatarith.simps l u real_of_float_add real_of_float_mult real_of_float_nprt real_of_float_pprt

     using mult_le_prts mult_ge_prts by auto

 next

   case (Inverse a)

   from lift_un[OF Inverse.prems[unfolded approx.simps], unfolded if_distrib[of fst] if_distrib[of snd] fst_conv snd_conv] Inverse.hyps

   obtain l1 u1 where l': "Some l = (if 0 < l1 \<or> u1 < 0 then Some (float_divl prec 1 u1) else None)"

     and u': "Some u = (if 0 < l1 \<or> u1 < 0 then Some (float_divr prec 1 l1) else None)"

     and l1: "real l1 \<le> interpret_floatarith a xs" and u1: "interpret_floatarith a xs \<le> real u1" by blast

   have either: "0 < l1 \<or> u1 < 0" proof (rule ccontr) assume P: "\<not> (0 < l1 \<or> u1 < 0)" show False using l' unfolding if_not_P[OF P] by auto qed

   moreover have l1_le_u1: "real l1 \<le> real u1" using l1 u1 by auto

   ultimately have "real l1 \<noteq> 0" and "real u1 \<noteq> 0" unfolding less_float_def by auto

   have inv: "inverse (real u1) \<le> inverse (interpret_floatarith a xs)

            \<and> inverse (interpret_floatarith a xs) \<le> inverse (real l1)"

   proof (cases "0 < l1")

     case True hence "0 < real u1" and "0 < real l1" "0 < interpret_floatarith a xs"

       unfolding less_float_def using l1_le_u1 l1 by auto

     show ?thesis

       unfolding inverse_le_iff_le[OF `0 < real u1` `0 < interpret_floatarith a xs`]

         inverse_le_iff_le[OF `0 < interpret_floatarith a xs` `0 < real l1`]

       using l1 u1 by auto

   next

     case False hence "u1 < 0" using either by blast

     hence "real u1 < 0" and "real l1 < 0" "interpret_floatarith a xs < 0"

       unfolding less_float_def using l1_le_u1 u1 by auto

     show ?thesis

       unfolding inverse_le_iff_le_neg[OF `real u1 < 0` `interpret_floatarith a xs < 0`]

         inverse_le_iff_le_neg[OF `interpret_floatarith a xs < 0` `real l1 < 0`]

       using l1 u1 by auto

   qed

   from l' have "l = float_divl prec 1 u1" by (cases "0 < l1 \<or> u1 < 0", auto)

   hence "real l \<le> inverse (real u1)" unfolding nonzero_inverse_eq_divide[OF `real u1 \<noteq> 0`] using float_divl[of prec 1 u1] by auto

   also have "\<dots> \<le> inverse (interpret_floatarith a xs)" using inv by auto

   finally have "real l \<le> inverse (interpret_floatarith a xs)" .

   moreover

   from u' have "u = float_divr prec 1 l1" by (cases "0 < l1 \<or> u1 < 0", auto)

   hence "inverse (real l1) \<le> real u" unfolding nonzero_inverse_eq_divide[OF `real l1 \<noteq> 0`] using float_divr[of 1 l1 prec] by auto

   hence "inverse (interpret_floatarith a xs) \<le> real u" by (rule order_trans[OF inv[THEN conjunct2]])

   ultimately show ?case unfolding interpret_floatarith.simps using l1 u1 by auto

 next

   case (Abs x)

   from lift_un'[OF Abs.prems[unfolded approx.simps], unfolded fst_conv snd_conv] Abs.hyps

   obtain l1 u1 where l': "l = (if l1 < 0 \<and> 0 < u1 then 0 else min \<bar>l1\<bar> \<bar>u1\<bar>)" and u': "u = max \<bar>l1\<bar> \<bar>u1\<bar>"

     and l1: "real l1 \<le> interpret_floatarith x xs" and u1: "interpret_floatarith x xs \<le> real u1" by blast

   thus ?case unfolding l' u' by (cases "l1 < 0 \<and> 0 < u1", auto simp add: real_of_float_min real_of_float_max real_of_float_abs less_float_def)

 next

   case (Min a b)

   from lift_bin'[OF Min.prems[unfolded approx.simps], unfolded fst_conv snd_conv] Min.hyps

   obtain l1 u1 l2 u2 where l': "l = min l1 l2" and u': "u = min u1 u2"

     and l1: "real l1 \<le> interpret_floatarith a xs" and u1: "interpret_floatarith a xs \<le> real u1"

     and l1: "real l2 \<le> interpret_floatarith b xs" and u1: "interpret_floatarith b xs \<le> real u2" by blast

   thus ?case unfolding l' u' by (auto simp add: real_of_float_min)

 next

   case (Max a b)

   from lift_bin'[OF Max.prems[unfolded approx.simps], unfolded fst_conv snd_conv] Max.hyps

   obtain l1 u1 l2 u2 where l': "l = max l1 l2" and u': "u = max u1 u2"

     and l1: "real l1 \<le> interpret_floatarith a xs" and u1: "interpret_floatarith a xs \<le> real u1"

     and l1: "real l2 \<le> interpret_floatarith b xs" and u1: "interpret_floatarith b xs \<le> real u2" by blast

   thus ?case unfolding l' u' by (auto simp add: real_of_float_max)

 next case (Cos a) with lift_un'_bnds[OF bnds_cos] show ?case by auto

 next case (Arctan a) with lift_un'_bnds[OF bnds_arctan] show ?case by auto

 next case Pi with pi_boundaries show ?case by auto

 next case (Sqrt a) with lift_un'_bnds[OF bnds_sqrt] show ?case by auto

 next case (Exp a) with lift_un'_bnds[OF bnds_exp] show ?case by auto

 next case (Ln a) with lift_un_bnds[OF bnds_ln] show ?case by auto

 next case (Power a n) with lift_un'_bnds[OF bnds_power] show ?case by auto

 next case (Num f) thus ?case by auto

 next

   case (Var n)

   from this[symmetric] `bounded_by xs vs`[THEN bounded_byE, of n]

   show ?case by (cases "n < length vs", auto)

 qed

 datatype form = Bound floatarith floatarith floatarith form

               | Assign floatarith floatarith form

               | Less floatarith floatarith

               | LessEqual floatarith floatarith

               | AtLeastAtMost floatarith floatarith floatarith

 fun interpret_form :: "form \<Rightarrow> real list \<Rightarrow> bool" where

 "interpret_form (Bound x a b f) vs = (interpret_floatarith x vs \<in> { interpret_floatarith a vs .. interpret_floatarith b vs } \<longrightarrow> interpret_form f vs)" |

 "interpret_form (Assign x a f) vs  = (interpret_floatarith x vs = interpret_floatarith a vs \<longrightarrow> interpret_form f vs)" |

 "interpret_form (Less a b) vs      = (interpret_floatarith a vs < interpret_floatarith b vs)" |

 "interpret_form (LessEqual a b) vs = (interpret_floatarith a vs \<le> interpret_floatarith b vs)" |

 "interpret_form (AtLeastAtMost x a b) vs = (interpret_floatarith x vs \<in> { interpret_floatarith a vs .. interpret_floatarith b vs })"

 fun approx_form' and approx_form :: "nat \<Rightarrow> form \<Rightarrow> (float * float) option list \<Rightarrow> nat list \<Rightarrow> bool" where

 "approx_form' prec f 0 n l u bs ss = approx_form prec f (bs[n := Some (l, u)]) ss" |

 "approx_form' prec f (Suc s) n l u bs ss =

   (let m = (l + u) * Float 1 -1

    in (if approx_form' prec f s n l m bs ss then approx_form' prec f s n m u bs ss else False))" |

 "approx_form prec (Bound (Var n) a b f) bs ss =

    (case (approx prec a bs, approx prec b bs)

    of (Some (l, _), Some (_, u)) \<Rightarrow> approx_form' prec f (ss ! n) n l u bs ss

     | _ \<Rightarrow> False)" |

 "approx_form prec (Assign (Var n) a f) bs ss =

    (case (approx prec a bs)

    of (Some (l, u)) \<Rightarrow> approx_form' prec f (ss ! n) n l u bs ss

     | _ \<Rightarrow> False)" |

 "approx_form prec (Less a b) bs ss =

    (case (approx prec a bs, approx prec b bs)

    of (Some (l, u), Some (l', u')) \<Rightarrow> u < l'

     | _ \<Rightarrow> False)" |

 "approx_form prec (LessEqual a b) bs ss =

    (case (approx prec a bs, approx prec b bs)

    of (Some (l, u), Some (l', u')) \<Rightarrow> u \<le> l'

     | _ \<Rightarrow> False)" |

 "approx_form prec (AtLeastAtMost x a b) bs ss =

    (case (approx prec x bs, approx prec a bs, approx prec b bs)

    of (Some (lx, ux), Some (l, u), Some (l', u')) \<Rightarrow> u \<le> lx \<and> ux \<le> l'

     | _ \<Rightarrow> False)" |

 "approx_form _ _ _ _ = False"

 lemma lazy_conj: "(if A then B else False) = (A \<and> B)" by simp

 lemma approx_form_approx_form':

   assumes "approx_form' prec f s n l u bs ss" and "x \<in> { real l .. real u }"

   obtains l' u' where "x \<in> { real l' .. real u' }"

   and "approx_form prec f (bs[n := Some (l', u')]) ss"

 using assms proof (induct s arbitrary: l u)

   case 0

   from this(1)[of l u] this(2,3)

   show thesis by auto

 next

   case (Suc s)

   let ?m = "(l + u) * Float 1 -1"

   have "real l \<le> real ?m" and "real ?m \<le> real u"

     unfolding le_float_def using Suc.prems by auto

   with `x \<in> { real l .. real u }`

   have "x \<in> { real l .. real ?m} \<or> x \<in> { real ?m .. real u }" by auto

   thus thesis

   proof (rule disjE)

     assume *: "x \<in> { real l .. real ?m }"

     with Suc.hyps[OF _ _ *] Suc.prems

     show thesis by (simp add: Let_def lazy_conj)

   next

     assume *: "x \<in> { real ?m .. real u }"

     with Suc.hyps[OF _ _ *] Suc.prems

     show thesis by (simp add: Let_def lazy_conj)

   qed

 qed

 lemma approx_form_aux:

   assumes "approx_form prec f vs ss"

   and "bounded_by xs vs"

   shows "interpret_form f xs"

 using assms proof (induct f arbitrary: vs)

   case (Bound x a b f)

   then obtain n

     where x_eq: "x = Var n" by (cases x) auto

   with Bound.prems obtain l u' l' u

     where l_eq: "Some (l, u') = approx prec a vs"

     and u_eq: "Some (l', u) = approx prec b vs"

     and approx_form': "approx_form' prec f (ss ! n) n l u vs ss"

     by (cases "approx prec a vs", simp) (cases "approx prec b vs", auto)

   { assume "xs ! n \<in> { interpret_floatarith a xs .. interpret_floatarith b xs }"

     with approx[OF Bound.prems(2) l_eq] and approx[OF Bound.prems(2) u_eq]

     have "xs ! n \<in> { real l .. real u}" by auto

     from approx_form_approx_form'[OF approx_form' this]

     obtain lx ux where bnds: "xs ! n \<in> { real lx .. real ux }"

       and approx_form: "approx_form prec f (vs[n := Some (lx, ux)]) ss" .

     from `bounded_by xs vs` bnds

     have "bounded_by xs (vs[n := Some (lx, ux)])" by (rule bounded_by_update)

     with Bound.hyps[OF approx_form]

     have "interpret_form f xs" by blast }

   thus ?case using interpret_form.simps x_eq and interpret_floatarith.simps by simp

 next

   case (Assign x a f)

   then obtain n

     where x_eq: "x = Var n" by (cases x) auto

   with Assign.prems obtain l u' l' u

     where bnd_eq: "Some (l, u) = approx prec a vs"

     and x_eq: "x = Var n"

     and approx_form': "approx_form' prec f (ss ! n) n l u vs ss"

     by (cases "approx prec a vs") auto

   { assume bnds: "xs ! n = interpret_floatarith a xs"

     with approx[OF Assign.prems(2) bnd_eq]

     have "xs ! n \<in> { real l .. real u}" by auto

     from approx_form_approx_form'[OF approx_form' this]

     obtain lx ux where bnds: "xs ! n \<in> { real lx .. real ux }"

       and approx_form: "approx_form prec f (vs[n := Some (lx, ux)]) ss" .

     from `bounded_by xs vs` bnds

     have "bounded_by xs (vs[n := Some (lx, ux)])" by (rule bounded_by_update)

     with Assign.hyps[OF approx_form]

     have "interpret_form f xs" by blast }

   thus ?case using interpret_form.simps x_eq and interpret_floatarith.simps by simp

 next

   case (Less a b)

   then obtain l u l' u'

     where l_eq: "Some (l, u) = approx prec a vs"

     and u_eq: "Some (l', u') = approx prec b vs"

     and inequality: "u < l'"

     by (cases "approx prec a vs", auto,

       cases "approx prec b vs", auto)

   from inequality[unfolded less_float_def] approx[OF Less.prems(2) l_eq] approx[OF Less.prems(2) u_eq]

   show ?case by auto

 next

   case (LessEqual a b)

   then obtain l u l' u'

     where l_eq: "Some (l, u) = approx prec a vs"

     and u_eq: "Some (l', u') = approx prec b vs"

     and inequality: "u \<le> l'"

     by (cases "approx prec a vs", auto,

       cases "approx prec b vs", auto)

   from inequality[unfolded le_float_def] approx[OF LessEqual.prems(2) l_eq] approx[OF LessEqual.prems(2) u_eq]

   show ?case by auto

 next

   case (AtLeastAtMost x a b)

   then obtain lx ux l u l' u'

     where x_eq: "Some (lx, ux) = approx prec x vs"

     and l_eq: "Some (l, u) = approx prec a vs"

     and u_eq: "Some (l', u') = approx prec b vs"

     and inequality: "u \<le> lx \<and> ux \<le> l'"

     by (cases "approx prec x vs", auto,

       cases "approx prec a vs", auto,

       cases "approx prec b vs", auto, blast)

   from inequality[unfolded le_float_def] approx[OF AtLeastAtMost.prems(2) l_eq] approx[OF AtLeastAtMost.prems(2) u_eq] approx[OF AtLeastAtMost.prems(2) x_eq]

   show ?case by auto

 qed

 lemma approx_form:

   assumes "n = length xs"

   assumes "approx_form prec f (replicate n None) ss"

   shows "interpret_form f xs"

   using approx_form_aux[OF _ bounded_by_None] assms by auto

 subsection {* Implementing Taylor series expansion *}

 fun isDERIV :: "nat \<Rightarrow> floatarith \<Rightarrow> real list \<Rightarrow> bool" where

 "isDERIV x (Add a b) vs         = (isDERIV x a vs \<and> isDERIV x b vs)" |

 "isDERIV x (Mult a b) vs        = (isDERIV x a vs \<and> isDERIV x b vs)" |

 "isDERIV x (Minus a) vs         = isDERIV x a vs" |

 "isDERIV x (Inverse a) vs       = (isDERIV x a vs \<and> interpret_floatarith a vs \<noteq> 0)" |

 "isDERIV x (Cos a) vs           = isDERIV x a vs" |

 "isDERIV x (Arctan a) vs        = isDERIV x a vs" |

 "isDERIV x (Min a b) vs         = False" |

 "isDERIV x (Max a b) vs         = False" |

 "isDERIV x (Abs a) vs           = False" |

 "isDERIV x Pi vs                = True" |

 "isDERIV x (Sqrt a) vs          = (isDERIV x a vs \<and> interpret_floatarith a vs > 0)" |

 "isDERIV x (Exp a) vs           = isDERIV x a vs" |

 "isDERIV x (Ln a) vs            = (isDERIV x a vs \<and> interpret_floatarith a vs > 0)" |

 "isDERIV x (Power a 0) vs       = True" |

 "isDERIV x (Power a (Suc n)) vs = isDERIV x a vs" |

 "isDERIV x (Num f) vs           = True" |